The Px4 Storm is a nice handgun. If you have small hands or are a smaller person the compact is an excellent choice. The best way I can describe hand size is if you can pick up a basketball easily with one hand you have big hands.
If you can't and have to grip the basketball several times just to barely be able to pick it up, you do not have big hands. People who are taller than six feet with large hands (like me) can appreciate the full size pistols. I would most likely suggest the compact version, but would also suggest to avoid sub-compacts, because with a sub-compact you can run into reliability issues.
That being said, the goal is to carry for either your particular occasion, or for all occasions. Ironically enough I carry a little tiny 15 oz. J-frame with CTC grips which for a lot of people is hard to hold on to, and most people don't feel comfortable with the reduced capacity.
But for me, the "little gun" is always with me. I do prefer something larger and more powerful for home use since it just sits there and I don't have to carry it. That's where the full size Beretta is nice to have, even if it's a 92fs.
Something most people have in their gun collections anyway, and also shares the common 9mm caliber. On top of everything, practice is most important, and if you can train, even better. I do both, and that's why I have no problem with a little 15 oz.
5-shot revolver. Relying on performance and accuracy is more important than a lot of factors. But there are always those times when a high capacity firearm will seem better for the average concealed carry person.
It's not just the handgun you chose, but the performance you can get out of it. There may be better choices, but the Px4 Storm Compact is a fine firearm and you shouldn't hesitate on getting one.
If you plan to conceal carry go for the compact.
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