My opinion is somewhat biased, I was going between the stainless compact and the CDP compact when I bought mine. I chose the CDP for the following reasons.
1) Lighter (easier to carry)
2) Melt job (less chance of clothes snag)
3) Night sights (all the better to see you with)
4) IMO it's one of the best looking production guns out there.
One note if you do get the CDP, get a couple of Wilson mags and toss the factory one. The metal followers do a number on the aluminum frame.