I started out with a XD40 subcompact in a Crossbreed Supertuck. Very comfortable, very reliable gun. In over 3,000 rounds I never once experienced a malfunction.
However, I am a 1911 guy at heart. After carrying a few of my colts around for a while, I was able to determine what I wanted in a carry 1911, and subsequently purchased a Dan Wesson V-Bob. Outstanding gun, with no MIM parts(so obviously it will never break, jam, or run out of ammunition) an excellent trigger, and superb fit and finish for a production gun. I have yet to experience a malfunction, but in all fairness I only have around 500 rounds through it thus far. I feel confident enough to carry it.
As far as pocket guns go, I chose a Sig P238. Mine has been great since I bought it last April(as well as my Father's) but YMMV with those particular guns.