I'm a big fan of Glock, but the HKs are very nice guns. If I had an extra thousand bucks or so burning a hole in my pocket, I might lean toward the HK45C.
As has already been noted, you need to consider what your needs are, both in terms of size, caliber, and function.
Really, though you'll hear lots of pontificating to the contrary, 9mm and .45 ACP are both suitable for self-defense.
On this particular forum, you'll hear from a lot of Glock naysayers, but take it for what it's worth--ultimately Glocks are among the most reliable pistols on the planet. If you are looking for a smaller gun, the Glock 30 has gotten excellent reviews and is available now as the 30SF ("Short Frame"), which has a smaller grip size. Another variation is the Glock 36, a single-stack .45 that is noticeably narrower than the double-stack models.
I have two Glocks available for carry--a Glock 26, their subcompact 9mm., and a Glock 23, a compact .40 cal. Both are excellent guns.
Glocks are lightweight and dependable. The fact that there are so many of them means that there are a large number of accessories available--for what the HK would cost, you can purchase a similar Glock and outfit it with night sights, laser . . . whatever . . . and still have spent less than on the HK.
Ultimately, though, I'd urge you to shoot both an HK and a Glock, to see what you think. Both are high-quality weapons.