My top criteria: reliability, concealability and weight.
What say you?
I've only owned one: a Sig P238. I like it well enough. It feeds with 100% reliability and is accurate. It is, however, on the heavy side for a true pocket pistol. If it were any bigger/heavier I would think it would no longer qualify as such.
I chose the P238 for the simple reason that if I ever found myself in a gun fight, I'd like to be using a gun that I liked shooting. The Sig feels good in my hand and is a pleasure to shoot.