We have a Beretta Nano, a Sig P290, and a Kahr PM9. These are the smallest 9mm's that one can easily find, along with the Kahr CM9 which is the "de-contented" lower-priced twin to the PM9. Although I would not consider any of them to be a pocket pistol, I realize that your pockets may be larger than mine.
Here's a few comments on each, if you are intersted...
Kahr PM9: the smallest and lightest of the three, but also the most expensive. Had issues when purchased. Now worked out. It has the best trigger, but despite this is the least accurate. Perhaps this is due to having the loosest lockup. I don't like the small dot/vertical bar sights as the white parts are quite small. I do not think that the mag release button can be switched. Does not hit to point of aim.
P290: the heaviest of the three, but has a very solid feel. Comes close to a G26 in weight. Feels like a solid, high-quality piece. Like the sights and accuracy, but not much else. Trigger is by far the worst of the three. It has a mushy letoff and a verrrrry long travel. Also, the distance from backstrap to trigger face is shorter than the Nano. Mag release is not switchable. Hits to point of aim at "defense" distances. Comes with an extended mag and a regular one. Even with a laser, it is still less expensive than a PM9.
Nano: my favorite of the three. Like the Sig, it also feels like it has a very solid build, and feels like a more high-quality piece than does the Kahr. Trigger pull, although heavier in weight than the Kahr, is nonetheless crisper in action, and shorter in pull than the Sig. I prefer the sights over the Kahr, and about the same as the Sig. Mags lock in with authority, and the release button is reversible. No slide lock/release lever, so it is the thinnest. Hits at point of aim, and accuracy is excellent. Price is the least of the three, but does not include a laser.
That being said, you might consider the Kahr CM9 that someone has already mentioned. It will be the same small size as the PM9, but cost a lot less - even less than the Nano. Reliability has been reported to be excellent, so it is probably the best buy if money is the only concern. Because of my experiences with the PM9, I will not be adding a CM9 to our collection.
If you want a Nano and can't find one where you are located, the CDNN catalog lists them under $400.....
[This message has been edited by Caladan (edited 3/26/2012 9:27p).]