The XD's are fine pistols, though I prefer 9mm even though the balistics are better for the .40. Both of those are set up for concealed carry (9mm full size and a sub-compact). I also have the good old stand by...S&W J frame in .38 +P (with laser grips). They all go 'bang' every time, and that is a good thing. Shoot what you are most accurate and comfortable with.
Concealed carry info:
http://www.packing.org/state/index.jsp/nevada Here is NV, but all states are available along with a discussion forum on this topic. Research it heavily, because this is one of those areas where there is a lot of "dis-information"--check the laws of your state and any state you travel to/within. Always assume your buddy is WRONG and check for yourself.