The 19 is a great size. I have both a 19 and a 23 (among others...)
I like to shoot the 19, but I generally carry either a 23 or a 27. The .40 has a bit better record of stopping power (my opinion gathered from what I have read, not wanting to start a war).
Congrats and enjoy your new toy. Soon we'll be hearing you have bought another one. I recommend going with a 34/35 or a 26/27 next. The 34/35 is a nice shooter and the baby Glocks are quite easy to conceal.