I've passed up all the pistols my agency issues and used to issue. Great ones like the HK P-7M13, Browning Hi-Power, HK USP, and now the Glock 22/23.
I prefered to carry my own pistols that are authorized. In no specific order, I've carried the following:
Colt Double Eagle,
Kimber Tactical Custom II,
Springfield XD45 compact,
and right now the XDm40 compact.
Current bug/off-duty is a SW 36 .38 special J-Frame.
My agency policy allows personal weapons as long as they are inspected, of quality manufacture, in 40SW or 45ACP (9mm possible for plain clothes guys), and you qualify with it.