I was going to suggest you look at the SW M&P 2.0 40 Compact, but not because I own one or think it's the 'best' of anything. I own and carry the MP45c and am familiar with it and feel it's the best handling, nicest size, fastest and best-on-target carry I own. If I were going to look at 40SW carry's, the new M&P 40 compact would be the first one I'd look at.
I don't know the Shield, and actually don't know what distinguishes them from the M&P. I'm not surprised to see folks recommending them though, assuming they share some qualities with the M&P.
I like 40SW and find it a super-capable and flexible cartridge--it's as plentiful and widely available as anything out there, brass is like pennies a pound and comfortable to reload. It seems to pack a decent punch, and doesn't trade much if any capacity for the 40 cal bore size. Since I shoot a lot of 10mm, sharing bullets, molds, and dies is kinda nice.
Enjoy the quest.