Updated Thoughts
After reading through all of your suggestions and looking up some further information here is what I've come to thus far:
While I do like my full size Springfield XD, the subcompact version is just too big, it is 4.75" in height, 6.25" in length, and weighs in at 26 oz. (the Glock 26 is 4.17" x 6.29" x 19.75 oz). I was unable to find a width measurement on their site but is double stack so it won't be slim. While holding 13 rounds w/o that extension is nice, it is just too much size and weight.
The Rohrbaugh R9 is really cool (and with no safety and bottom mag release it is lefty friendly), but I read that it isn't rated to handle +p ammo which would be nice to be able to use. Plus it is quite expensive at over a grand.
The Kel Tec PF-9 looks pretty cool and at 0.88" thick, that's pretty damn nice. It's further dimensions are 4.3"H x 5.85"L x 12.7 oz. For this pistol, does anyone happen to know if the magazine release is reversible? Or what modifications can easily be done to the magazine release if not reversible?
The Khar PM9 comes in at 4.0"H x 5.3" L x 0.9"W x 14.8 oz. (w/o mag). Apparently Khar released a new model this fall with a thumb safety and loaded chamber indicator (springfield style). Further questions I have about the Khar are similar to the Kel Tec, is the magazine release reversible? and how difficult would adding an ambidextrous or reversed thumb safety be?
The Walther PPS: The ambi mag release is quite nice and while light weight (19.4 oz w/o mag) and slim, it is significantly larger than the Kel Tec and the Khar at 4.4"H x 6.3"L with only one magazine supplied.
Thanks again to all you guys as I hadn't known to even look up the Kel Tec, the Khar, or the Rohrbaugh. Further thoughts and suggestions are welcomed and if anyone knows about the reversability on those mag releases as I stated above (for the Kel Tec and the Khar plus thumb safety), I would REALLY appreciate it. On a separate note, the reason I mentioned ankle or thigh holster is because there are long periods in my day where I do a lot of sitting/desk work and comfortability becomes a huge factor. And in the summer months, I won't be wearing anything bulky to cover up the pistol. If there are any other thoughts on this too, they will be welcomed as this will be the first pistol I regularly carry.
Thanks again to everyone!
Also I just remembered, its about as big as I'd want to go but any thoughts on the Glock 26?