The best choice is the one the works for you. What do I find important? Comfort in the hand, ability to shoot accurately, ease of operation and maintenance, ability to carry without hindrance in a variety of manners (IWB, Ankle, Jacket Pocket), if it can do all those, it is also capable of being carried in a belt or shoulder holster as well. If you go solely for lightweight, you may not enjoy shooting it much and then you will not be accurate with it. I personally prefer stainless steel or steel and alloy models. My latest is a Sig P938 SAS. Through 200 rounds it has been flawless shooting 115 & 124 gr FMJ ammo. It has carry melt treatment on the slide (rounded edges) night sights and I've added a Hogue Tamer Grip and Extended 7 round mag with finger extension base pad. If you like the Colt New Agent or the Springfield EMP in 9m, this a lighter, less massive version. I have mostly been a 45ACP and 40S&W shooter till I picked up this. It's the first 9mm I really enjoy carrying daily and it works well in my Blackhawk Ankle rig too. These are available in many versions and can be had starting about $550. If you shop around you can get the top of the line model for about $700 out the door including tax. An S&W M&P Shield 9 has more mass, carries 1 more round and will save you about $150 to $300, similar with the Ruger LC9; the New Agent & EMP will cost you about $350 to $550 more than the P938. Best thing you can do, weigh all the important aspects, hold them a lot, shoot them if possible. I have a Shield, I don't carry it very often due to the size. I would sooner carry my 4" barrel 1911 in 45. If you want a solid compact 9mm, I highly recommend the P938 lineup. I have not been a Sig fan at all, I had another model that was a problem child (a P290), but this one seems to live up to the Sig reputation I keep hearing about. Before I acquired the P938, I usually carried a Kahr MK40.