I have not shot, just fondled the bodyguard, but I have to say that it felt good. And I'm sure they have gotten the early kinks worked out and it would be a fine gun.
Having said that, I personally ended up with the LCP. It just sort of fell in my lap, and they are really affordable, so I thought I'd try it out. It is a great candidate for pocket carry, in everything from shorts to jackets.
I have also been impressed with how well I can shoot the little gun. I had to change the way I engage the trigger with my finger, putting a little less of my finger on the trigger, or the pull is so long it almost never ends, but a few minutes and about 50 rounds and I was able to get really consistant 4-5" groups from 30 feet, unrested at a fairly fast rate of fire.
I doubt you'd be sorry with either, for what you want to use it for.