My preference is the mid-size G-19. I shoot it just as well as the larger G-17. It only gives up 2 rounds, is enough smaller to make CC easier and can still use the G-17 mags.
But I also have the G-26. It is a good size and can be carried even easier. To me it is a much better choice than most 5 shot revolvers. But I don't shoot mine nearly as well as the mid-size. One nice feature of the smallest Glocks is that ANY mag will work all the way up to the 33 round G-18 mags.
I think one of the sub-compacts should be part of anyones toolbox if they like the Glock platform. It just isn't my favorite, although it is probably the one carried the most.