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.
Hk 45C, Hk VP9 9mm, Hk P30S 9mm, Walther PPS 9mm, Beretta 21A Bobcat, Ruger LCP .380, Ruger 22/45 LITE Cobalt, byq Spreewerke P38, Patriot Ordnance P415, Patriot Ordnance P308, Remington 870 Tactical Magpul, Swiss K31 7.5X55, BNZ 42 K98, Ruger 10/22 50th anniversary design contest rifle, Tikka T3 CTR