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 PPQ M2 Navy SD 9mm, Walther PPS 9mm, Magnum Research MR9, Beretta 21A Bobcat, Spreewerke CYQ P38, Ruger LCP, S&W 360 SC .357 Mag, Patriot Ordnance P415, Patriot Ordnance P308, Kel Tec KSG 12ga, Swiss K31 7.5X55, BNZ 42 K98, Mosin Nagant M91/30 1934 Tula, Ruger 10/22 50th anniversary design contest rifle, Tikka T3 CTR