My Px4 is not a compact, but I basically have all 3 of the pistols that the OP mentioned. And they are all great.
Being in disagreement with Clyde, I'll say that the Stoeger is a fine gun. At a low price.
I like the Px4 trigger better than the Cougar. I like the adjustable backstrap on the Px4 better than the Cougar.
I find the safety/decocker easier to operate on the Cougar than on the Px4, since it is larger.
And the M&P9c fits my hand so nicely. I just wish it had the newest trigger version, as in the Shield. I'll be looking to see if S&W will upgrade my M&P9c to that trigger for a reasonable amount.
It would be a tough choice if I was trying to make it.
“There’s a rattle in my glove box,
A Federal twelve-gauge slug.” – Adam Carroll in song Porter Wagoner