I have a 9mm Shield and have shot a CM40 and XDs in .45 that were owned by friends. Granted, the Kahr and XDs weren't in 9mm, but it at least gave me a feel for the guns. I just went through this last summer when I was looking for a single stack 9mm to replace my G26 for more concealability.
The CW40 shot VERY WELL and recoil was surprisingly mild for such a small gun in .40. The trigger was good, especially since the gun was brand new when I shot it. Long, but smooth and reasonably light. Treat it like a DA revolver trigger and it was good. With the light recoil in .40, I can only imagine that recoil out of a 9mm would be even lighter. Would be a good option, especially if you want to pocket carry. The 6 rd mag in 9mm turned me off since I would have been using it for an off duty gun as well as backup when on duty. I wanted a minimum mag capacity of at least 7 rds, but that's just my preference and the Kahrs seem to work out very well.
The XDs was very comfortable in my hand and the trigger was very good. I don't know if the gun was pre- or post-recall, though, and I have read that the triggers in the post-recall guns were worse. Recoil was very heavy, but it was .45 and not 9mm. Gun was accurate and, according to the owner, very reliable (I only shot a couple mags, he said he had about 1000 rds through it). Nice size, but IMO too big for pocket carry. If you want to carry IWB, though, it was a very good size.
I also shot a Shield in 9mm owned by a friend before I bought mine. Good size, good trigger and accurate. Again, too big for pocket carry, but absolutely perfect for IWB, which is how I'm carrying it, so it worked for me. When I looked for a single stack compact to replace my G26 for backup and off duty, I was looking for either a 9mm Shield or a 9mm XDs. Either would have been good with me. I found the Shield first and am glad I did. I love it, it works well and I have had absolutely no trouble with it. I'm not crazy about the thumb safety, but it is so stiff that I can't ever see it accidentally going on, so not a big deal.
Best advice anyone can give you is to try and either find a range that rents some or all of your choices so you can try them or see if any friends have any of them to try. Third option is to go to a gun shop and see if they will let you at least dry fire. Anything to at the very least get them in your hands to see how they feel. Good luck.
Bub75