I also like my P-11. If you want a 9mm for concealed carry, its a good one. You can probably find a used .40 if you look around. And you can get a .357SIG barrel for the .40, which IMHO would be the best option for small size/big bark.
I do not know of a small, inexpensive handgun (equiv. of P-11) in.45acp.
Glock makes some very fine small pistols, including a 10mm! They run $500-$700? Anyone know if there's a mini-Glock in .45?