I would choose a .45 over a .40 in a pocket gun because the .40 is a real hand full in some of the smaller guns like the PM40. I was going to buy a PM40, but after renting one at my local range, I decided that .40 in that small of a gun wasn't for me. The recoil was pretty harsh. I have shot full size, compact, and sub compact .40s before, and the recoil isn't that bad. It was bad in a pocket pistol for sure.
I decided to buy a Springfield XDs .45, and so far I love it. It holds 5+1 rounds, and I carry a 7 round spare mag. Mine is unfortunately at Springfield right now having the recall performed, but it has been a very reliable gun for me so far. I had 2 light strikes in the first 100 rounds due to failure to return to battery, but since then, I have had 300+ flawless rounds out of it. I wasn't too concerned about the two failures, as some guns have failures in the first 100-200 rounds during the break in period.
Walther PPS M2 9mm, Ruger LCP 2, GLOCKS- (19, 34, 29 Gen 4, 20SF), Beretta 21A Bobcat, POF USA P415 14.5", P415 7.25", and P308 14.5", Sig 556 Classic SWAT, Colt LE6920, IWI X95 OD green, Kel Tec KSG, 6.5X55 Swedish Mauser CG 1903 M96/38, 6.5X55 Swedish Mauser CG 1908 M96, Swiss K31 7.5X55, BNZ 42 K98, Ruger 10/22 50th anniversary, Tikka T3 CTR .308, Winchester 1200, Weatherby Vanguard S2 .223 Varmint