I have two Shields, a 9 mm and a .45 cal., but I don't really consider them to be "pocket pistols" because of their size. While most Shield 9 owners love them, mine has turned out to be too unreliable to carry. My Shield .45, however, has been a revelation, way more accurate and reliable than the 9. After overcoming a few early teething problems, I now carry it regularly.
As to the true "pocket pistols", I have rented and shot the SIG P238 (100 rounds), and the Glock G42 (50 rounds) when I was looking for a small, easy-to-rack semi-auto for my wife to carry. The P238 was by far the better gun. It was extremely easy to rack, had a great single action trigger, and was very accurate. It even came with the excellent SIG night sights. There are very few complaints about it on the SIG Talk Forum, so I think it's pretty reliable. In contrast, the G42 was surprisingly difficult to rack for a .380, and I couldn't hit anything with it. It may have been the individual gun, but it was the least accurate pistol I've ever shot.
I've never considered the Bodyguard because of all of the gripes about it here. I have two other SIGs, and they've both been excellent pistols. If I was to buy one of these mini cannons, the P238 would be the one.