The PM9 is considerably easier to hide in a pocket or on the ankle. On the belt, the CW9 works fine. If you want to carry in pocket or ankle (or bellyband), go for the PM9. If you mainly carry on the belt or in a shoulder rig, the CW9 should continue to serve you well.
The PM9 is more difficult to shoot well than the CW9, which shoots almost like a full-size service pistol (at least in my hands). The PM9 has a shorter barrel and leaves the pinky flailing, so it is harder to shoot well. On the other hand, the PM9 is much easier to shoot well than a J-frame revolver or a KelTec P3AT, since it has much better sights and trigger than either.