The P2000 and USP Compact are the same size give or take...and the USP full size is just about the same size too though the slide is longer. Really, the USPc and P2000 is not that much more compact (or I should say the full size isn't that much bigger than a compact)...so much so that I wound up carrying a full size USP more often than a P2000. A USPc or P2000 with the finger rest base plate on the mag is actually longer than a USP with a flat floorplate in the grip. If you have a local store that happens to have a range of HKs, put them down sights-down on a table so they're standing on their sights and compare them all. You can quickly tell which one has a bigger grip and which ones really are too close to care. Generally, the P30/USP/USPc/P2k grips are within a fraction of an inch of each other. The SK guns are much shorter in the grip.
It really comes down to - striker, hammer/DASA, or LEM, and from there, what feature sets you want.
Striker, you have VP9/40 and VP9/40sk ...I think the SKs are too small for comfortable use, but that's just me. By the time you add a mag extension/finger rest, you're at the same size as the USPc/P2k/USP...
LEM and DA/SA, you've got the USP series, the P2000 (and 2000sk), and the P30(and sk)/HK45 series. The USP full size brings a unique recoil reducing assembly in it which works really well (my USP 40 shoots very similarly to a 124gr+P in a G19 or P2000, honestly) and generally has the best/shortest reset of the bunch. The P2000 is largely a product improved USP Compact; the frame is a bit more ergonomic and more ambi-friendly. The P30 is a lot more ergonomic than the other HK guns, but it's also a little more hit-or-miss? There's a bunch of people out there who love the way a P30 feels but no matter how they set it up, when it's put on a timer, they run the USP appreciably better. It's one of those things you need to try for yourself to find out.
The P2k and P30 series also does not have the USP series full size recoil reducing assembly. If you're a competition shooter, the USP full size can feel a bit like it's pogo-ing under recoil when you're shooting at speed; there's two springs in the system and the 2nd buffer makes it feel like there's a weird pogo effect. It really only matters if you're trying to get splits under .25~ though...if you're not in that speed class, you'll probably never notice. If you're like me and prefer your guns to be comfortable
the USP full size offers that, even in 40 and 45.
The P2k and P30/HK45 series are far more lefty friendly than the USP; the USP can get you most of the way there but the slide stop is still only on the left side of the frame. Everything else has either ambi controls, or a control that's centrally placed (decocker on the P2k/P30 series, is what I'm thinking of).
Really, given the grip evolution on HK between the USP and the P30 series, your best bet will be to go to a range that has one of each and give them a go; run a couple hundred rounds through each one. The USP isn't the most ergo gun I have but damn if it doesn't shoot and handle well, so much so that it's basically replaced my P2000. I haven't really wrung out a P30 yet, largely because I am not a fan of guns with finger grooves in them...they're almost always in the wrong spot for me. It's on my list of things to get to though.
It's worth noting...HK's DA/SA trigger feel is pretty horrible. You can clean it up but it's really not meant as a match target trigger. There's some spring tuning that can be done to lower pull weights, and you can drop in a match hammer to clean up the SA pull, but there's really only so much lipstick you can put on that particular pig. I've not tried a VP9, and the LEM is a different animal entirely, but the DA/SA guns...well, it is what it is. Once you work through it, you'll come to appreciate the trigger.
And it'll make you appreciate a well sorted out Sig DA/SA trigger that much more