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.
Sig P220 Stainless Elite 10mm, Ruger LCP, Kahr CM9, GLOCKS- (19 Gen 4, 20SF), Beretta 21A Bobcat, Patriot Ordnance P415, Patriot Ordnance P308, Sig 556 Classic SWAT, Sig M400 11.5", Colt LE6920, 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 design contest rifle, Tikka T3 CTR .308, Winchester 1200, Weatherby Vanguard S2 .223 Varmint & Vanguard S2 .243