Try to hold one if you can. From various posts on other forums, it seems that some people's grip puts a finger over the mag release button, and they accidentally drop the mag while firing.
If you're on a budget (like me) look at the Kel-Tec's. Either the P-11 or the PF-9. Both are 9mm and basically the same gun except the P-11 is double stack 10 rds and the PF-9 is single stack 7 rd. Both are reliable and accurate and the only bad thing I can say about them is that the trigger pull is rather heavy, although kits are available to lighten the pull. The P-11 was also available in .40 S&W and called the P-40. The Millineumn Pro series of Taurus pistols (available in .380, 9mm, .40, and .45) deserve mention too. I had a Mil-Pro PT140 .40 S&W and loved it, until I got stupid and sold it to buy a rifle. I know they're not Glock's, H-K's, Walther's, Khar's, or XD's, but money dosen't always talk the loudest. Just food for thought.
I'm a long standing Glock fan but recently made the mistake of shooting an XD 4" and G23 side by side at a local range that rents guns. The XD surprised me because I actually shot better with it than the Glock that I am acustomed to. Not exactly ready to part with my G19 in favor of an all XD line up but it sure gave me a new outlook on the XD along with a measure of respect. Regretably, I have not had the opportunity to try out the P99 or PX4 Storm that has also peaked my interest. Bottom line and as has already been mentioned try and rent and shoot as many offerings as you can find prior to purchase. Gun store fondling is a good start but nothing replaces actually putting rounds down range. Good luck to you as there are many fine offerings in the mid sized polymer class.
I think I am going to try to find a PPS, they are hard to come by right now, but I'll keep looking. Still very unsure, the glock26, XDsd9 are good guns for the money, and I like the grip safty on the XD. Oh well I guess I'll just have to keep looking and one day I'll figure it out. Thanks!