The reason I want my own gun, is that in my jurisdiction, pasrole officers may not wear their duty gun when not on the clock. If I use my own pistol, I can carry 24 hours (by state law, P/O's are law enforcement officers).
I've been a fan of CZ pistols in 9mm, because of their grip ergonomics, pointability, accuracy and reliability.
The current CZ lineup has a weak spot in the 40 S&W caliber. However, late last year, they came out with the CZ P-06. The P-06 is a 40 caliber version of their P-01 pistol.
I own the CZ P-01, and its possibly one of the best 9mm pistols I've ever carried. Its lighter than most at 25 ounces (but not as light as the Glock's 21 ounces). Like some Glock models, its got a NATO stock number, which means the model has survived the insane NATO torture test.
The Smith & Wesson M&P 40 Compact has nice grip ergonomics, and its weight is also somewhere around the Glock. It has a better grip angle for my shooting style, and points well. There's nothing to suggest it wouldn't be an adequate pistol.
Glock pros: Consistent trigger pull, reliability, weight.
Glock cons: Blocky grip, fingertip trigger pull (I prefer the distal joint)
CZ pros: Grip ergos, pointability (for my shooting style), accuracy
CZ cons: Gritty triggers out of the box, heavier than the Glock (Lighter than the SIG)