I used to own two XDs..both 4" services, but one was .40s&w and the other was .45acp. The .40 was flawless from the start. The .45 had two FTFs in the first magazine with WWB and was flawless since then.
My brother just got a stainless sub-compact XD .40 and he said it had a few FTF and a couple stove-pipes the first time he took it out. The recoil spring is really stiff, so maybe it hasn't broken in properly..who knows?
I had a Glock 27 (sub-comp .40s&w)that never had a single hiccup. I sold it to my cousin and he still hasn't had any trouble with it.
My other brother's Glock 26 has been flawless too. However, I also had a Glock 19 that had a few FTE in the first couple hundred rounds. It was really easy to limp-wrist so maybe that's why I had the stovepipe FTE issues.
I have moved up to the more expensive H&Ks these days. I sold off all my Glocks too. First, I bought a USP .40 Compact V1 (DA/SA w/ safety + decocker). It has been flawless and by far the most reliable weapon I've ever owned. It inspired me to get a P2000sk 9mm (V2/LEM) for concealed carry and it is also 100% reliable out of the box.
I can't say enough good things about H&Ks. They are very impressive machines. If you are looking for a sub-compact .40, do yourself a favor and check out the P2000sk. It's a fantastic firearm, but it does cost a good $250 more than a Glock or XD. But like with everything else, you get what you pay for.
In general though, the XD SC, Glock 27, or P2000sk would all make for reliable sub-compact .40s. The P2000sk just has that H&K refinement