I just recently went through the same question you are asking. I went to several different websites and forums and searched to see what everyone was looking for, then i went to my local gun dealer and held, the glock, xd, usp, sig, and the s&w m&p.
For me I liked the usp the best but right now its a little out of my budget and because i'm left handed i would have to have a gunsmith switch it over to left handed.
My second choice and what i decided to purchase was the m&p .40. The weight balance and feel was perfect.
I didn't decide then to buy it, i went a local range and shot with the hk usp, the glock 23, and the m&p .40 and it felt the best to me. When i returned to the gun dealer to buy it, i realized they had a great sale, which allowed me to get a case, holster, magazine holster, and three magazines. I also got a range bag with my purchase. It was the best price around and i decided to purchase it.
Really like they all said above me, its up to what feels best to you and what you shoot best with. I found the m&p 40 to be rather accurate considering my inexperience with shooting.