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 Trailside .22lr, Springfield XDm 9mm 3.8, Springfield XDm .45 4.5, Ruger LCP, Kahr PM40, 20"Armalite/Rock River AR15, Remington 870 Tactical Magpul, Swiss K31 7.5X55