A box of Pandoras . . .
Drundel, I've sort of been looking at the same pistols. The Glock 36 is a heckovalot smaller than the mini-Cougar, if you're serious about the "pocket" part of the post. I perceived it to feel thinner, too, which surprised me because I've always felt Glocks (even allowing for single-stack mags in the 36) fairly "brick-ish."
S&W makes a "Chief's Special" .45 with a 3" bbl. Frankly, I thought it looked like a clunky POS. Their 457 (same size as 4516, fewer bells and whistles) and 4516 get generally good reviews. I'm not a big Smith fan at the moment, though, for reasons having nothing to do with their product quality.
Ruger makes the polymer-framed 97, not really a pocket gun (but then neither is the mini-Cougar), but an inexpensive and purportedly reliable .45 that's on the small side.
I tell you, I've almost given up on the 1911-types. I've noticed that many folks are real partisan toward their particular brand, and they run down the reliability of other brands. Over on the 1911Forum I've seen people talk about how great their $1600 mini Les Baer is and then others respond that they feel like their $800 Kimber is "just fine" after a $200 action job. (Good G-d, shouldn't an $800 pistol be good to go right out of the box? For $800, that thing should feed empty cases and clean itself!) Then somebody will chime in about how only Wilson stuff is any good and how Springfield is the best out-of-the-box. It's hard to make sense of it. I've had 1911s that almost always worked, but I've never had one that always did.
The Glock will work, almost always. I like the second-strike ability of the Beretta and the 1911. You haven't mentioned the Sig 245, which is bigger than the 239, but not much. It's chunky, too, though. I think the Glock is still smaller. But the Sig will do second-strike, if you're into that.
Good luck! Oh, BTW, I just looked yesterday at a bigger area gunstore: their wholesale (I wrote the code they use, years ago) for the Glock 36 was $475 and for the mini-Cougar was $534. This might help you bargain if you decide to go for one of these pistols.