I have a Sig 239 and a Khar PM9. Obviously PM9 is a lot smaller but a very smooth shooting gun. I don't think you could go wrong with either but my vote is with Sig.
Listen and follow the officer commands even if you don't agree. Feel free to complain after the fact but no one wants a situation to go bad for no reason.
I carry a sig 229 with TLR2 and just bought IMI defense paddle holster. They are made in Israel, took about 3 weeks to get. It's a level 2 and so far I really like it.