I have the XDM 9mm and love it! It's a smooth-shooting gun with little recoil and was recommended to me by a good friend who is also a police officer and let me shoot his. I added the Lasermax Guide Rod Laser and wow, is it now a sweet package.
There are a few threads here comparing Glock 26/27 vs XDs for CCW. The same officer recommends the Glock 26 Gen 4 and I'll own one soon. There are a couple of reasons for my choice, but a deciding factor is that Lasermax makes a guide rod laser for the G26/27 and they do not yet have one for the sub-compact XD/XDM models.
There are other threads discussing the Lasermax GRLs and some people report problems. I've only shot about 250 rounds since I installed it in my XDM9 but so far no problems. Many of the issues I'm reading seem to stem from improper installation - you have to get things lined up just right.
BTW - Lasermax currently has a $60 rebate on their GRLs. I've already purchased the GRL in advance of the G26!