A lot of people like the .40, but a lot of people complain its recoil is too snappy. I have an XD45 with the geezer barrel (tactical/5") that has never had a failure on me. I don't concealed carry it.
Try to find a range or a buddy that will let you rent/try out a few different pistols before you spend $500+ on something you may not love.
IMO, most concealed carry pistols are about being compact, not about being fun at the range. I LOVE my cz75b for plinking, but i would hate to try to CC it. It is a bit heavy which makes it a deadnuts accurate plinker but less than ideal for carry. A small pistol is going to be easier to conceal but harder to control the recoil on.
I have a 9mm Bersa Thunder compact that I think is a good compromise between compact and controllable, but it might be a handful in a kickier caliber.