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 Type F Fullsize .40 S&W | Beretta 92FS 9x19 Para | Beretta 8040 Cougar Type G .40 S&W | Rock Island Armory GI 1911 .45 ACP | Sig Sauer P6 9x19 Para | Colt Python 4" .357 Magnum | Colt 1968 Det. Spec. .38 Spc. | Ruger LCP .380 ACP | Daniel Defense M4V1 5.56x45 | Alpine M1 Carbine .30 | Steyr M1895 8x56 | Ruger 10/22 .22LR |1943 Izhevsk Mosin-Nagant M91/30 7.62x54R | Remington 870 12GA