Yes they have one that fits the sub compact
here is the direct link
Laser for Springfield XD Sub-Compact 40 9mm Laser Sight
Since the lasermax is a guide rod replacement laser it doesn't change any external dimensions of the gun, therefore you can use any holster your would otherwise use.
As for other laser options. you'll find many options useing a search.
As far as grip tape, just go to a skateboard shop and buy some there. If you want to pay more for gun specific tape, which doesn't seem to be any different, there are some but I dont know where. Again a search on this forum will yield the results you want.