I bought a Springfield XD Sub-compact 9mm last year for my EDC. While waiting out the 10 days to pick it up I decided to switch to the XD40 Sub-Compact instead. Of course I had to wait another 10 days but it was well worth it to me. I installed Talon grips and Pierce Pinkie grip extensions on all my mags. I have shot approx 600 rounds using UMC 40 cal from Walmart and have never experienced any issues.
I carry in a Galco Kingtuck IWB holster all day while traveling throughout California and for me it conceals well. Once the holster was broken in I have to say it feels comfortable even while driving for hours.
Some say the 40 Cal Sub-compact is too snappy, I guess it is just preference