I have a P9 and the gun has beem flawless. Ball and Hollow-point.
Its easy to carry in a in-the-pocket holster.
I've not shot either of the other two.
The CW9 is a "less expensive" version of the P9 (check their website).
The PM9 is just 1/2-inch shorter in barrel/slide and grip length.
I didn't consider that significant enough in increased consealability to offset the one fewer round and not having a grip for my little finger. I really like having a full grip.