I think pretty much everything you listed is solid and will serve you well.
That said, if money isn't an issue I'd recommend the HK, the Smith, and the Sig, in that order.
The 239 is interesting. It's big and heavy for what it carries, but it's a wonderfully balanced and reliable pistol. Won't carry nearly as nicely as the PPS or Shield, but probably shoots more comfortably than anything else on the list.
I love my PX4 fullsize, and I like the PX4 compacts, but I'm not huge on the subcompacts. Not sure why.
Beretta PX4; 92FS; 92S; 8040G | Rock Island GI 1911 | Sig Sauer SP2022; P6 | Colt Python 4"; 1968 Detective Special 2"| Smith & Wesson M642 No-Lock | Ruger LCP; 10/22 | Daniel Defense M4V1 | Remington 870 | Alpine M1 Carbine | Steyr M1895 |1943 Izhevsk Mosin M91/30 | Walther PPS