Taelil,
As a HK USP Compact owner, I personally get by with two holsters:
1) For daily wear (office-type clothing), I prefer my Galco Concealable. I bought it after trying MANY different holsters, and it works best for me. It's a strong side belt holster, and I wear it with a decent gun belt (and NOT a dress belt).
2) For jogging, mountain bike riding, on the weekends, I have a Galco Escort bag (in green nylon - has been discontinued) that holds the pistol, an extra mag, plus keys, wallet, etc.
You can find both on the factory website:
http://www.usgalco.com/
Again, this is what I wear. I've seen postings from many on this site who swear by certain brands, but these Galco products work for me.
My only other advice would be for you to pick what's comfortable for you, and wear it daily.
Hope this helps!