Of the guns you have listed, I have owned several in 9mm, but none in .40.
In 9mm, I've owned or still own the PPS, SIG P239 DAK SAS, and PX4 SubCompact.
Of those, the PPS is the lightest, most concealable and the most accurate. I don't completely like its magazine system, as I don't like the possibility that a mag could work loose and disable the gun (safety built into the grip to avoid "cleaning" deaths) and I am not comfortable dropping the mags, with their polymer hooks, onto concrete (which inhibits speed reloading drills).
The P239 is larger than the PPS, but would take a very close second for accuracy.
I didn't care for the PX4 SubCompact. It's fat, so it isn't nearly as concealable as its size would suggest. OTOH, it's similar in dimensions to the P239, but holds a lot more rounds... In the PX4 family, I find the Compact to be the ideal size. Also, the Compact has the rotating barrel, whereas the SubCompact has more of a Browning type tilting setup; the rotating barrel helps absorb recoil. Unfortunately, last I checked, the Compact was still not available in .40; only the full-size and SC were. Last ding on the SubCompact, for me, is that with my reasonably large hands, the primary magazine with the step-down front of its floor-plate, worked well, but the spares left my little finger in an awkward position.
I haven't bothered with a Shield. I have an M&P9c, and have no trouble concealing its grip, so I see no need to give up capacity or deal with a small grip (I use the large backstraps on the M&P line).