i have a glock 23 gen 3. i use it for shooting out in the range, concealed carry and home defense. its not the full size not the subcompact, right in the middle and best of both worlds i think. holds 13 in clip but they make 22 plus rounders i just got a 22 rounder its sweet! i also put a hogue grip on it really nice and gives u a good confident grip. the grip was 10$ well worth it. fits nice in my waistband or in your lower back. i would go with a .40 for whatever you get. but that's just me
stick with the platform you're already familiar with and get a sig p938.. I own both a g23 and a few sigs (p238, P938) and carry all of them..
Nothing wrong with any of your choices, but I'd personally pick an M&P over any of them; Full-size, Compact, or Shield, depending on how small you want to go. I prefer 9mm, but since you've already got a .40, you might want to stay with the same caliber.