for the Sub-Compact's you'll need the smaller weapon lights. I've got a Insight XML though it's kinda wimpy with a 40 lumen output.
The Streamlight's TLR-3 (110 Lumens) a great high value light option usable with Sub-Compacts and so is the TLR-4 (if you want a laser with your light)
For grip security a piece of 3M Tape works great over the front strap.
As for holsters OWB, a Don Hume 721 O.T.
And IWB a Crossbreed with the Crimson trace laser guard option. Both of these holster are available left handed.
Oh and the sights on my XD9SC are Truglo TFOs, though there being replaced by some Trijicon HDs. And it's also running a PRP Ultimate Match Trigger Kit.