The PX4 Compact is a fine pistol and I have put exactly 1214 rounds through mine.
I've often said that my Beretta 92FS is like my wife: She's solid and reliable, and even though she's a bit on the heavy side, I still love her. My PX4 is my younger, sexier, high-maintenance mistress. She's fussy, but when she performs...WOW!
When I first bought the PX4 Compact I was getting failures to feed roughly every other round. Cycling the slide 1000 times and keeping the slide locked back while it was in the safe seemed to solve the problem, however, I'm used to shooting metal guns, so I'm willing to admit that my limp wrist may have contributed to the FTFs.
After the initial FTFs (which lasted about 200 rounds) gun seems to shoot well until I put a few hundred rounds in it, then I start to get those dreaded FTFs. If you clean your gun every time you use it, you won't have a problem.
My PX4 Compact seems to like being run wet. Keep the rotating barrel lubed.
Now for the good stuff:
The PX4 Compact recoils like a cream puff.
It's deadly accurate at self-defense range.
You get 15 rounds in a very small package.
Ergonomics are amazing.
The DA/SA trigger is a dream.
The PX4 Compact is the Goldielocks of guns. It's not too big. It's not too small. It conceals up well under a loose shirt, but shoots like a full-sized service pistol.
You live in a free state - I don't. If I were you (and you don't plan on carrying the gun), I would seriously consider the Full-Size PX4 which gives you up to 20 rounds (I'm limited to 15 in New Jersey) and has none of the teething problems that the Compact seems to have.