The first rule of a gunfight: have a gun
Are there bigger, more effective, guns? Of course, but I'd rather have a J-frame with only 5 shots than use harsh language to stop a threat.
Depending on clothing, hand size, ability to conceal, ability to handle recoil - a Glock 42 might be the perfect fit to meet all of those requirements and still meet the first rule above. A lot of the very compact guns have substantial felt recoil. They weigh less, so that impulse is harder to manage.
I like my G19. If I could conceal it, then it would be a great carry gun, but it's not easy to conceal when you're in summer clothes, or wearing business clothes, or have a smaller frame. In ALL of those cases, the single stack makes more sense because then you HAVE a gun.
My H&K USP Compact (in .40) is a great carry gun. I've been well trained with it. I know it intimately. But if I can't conceal it, and I leave it by the bed stand when I'm out, then it's done me no good. I've failed to meet the first rule.
.380 vs. 9? Well, again, it depends on the needs of the shooter. I really liked both of those Glocks. The 42 has, frankly, less recoil. It's easier to manage.
The chest-thumping of high capacity, big guns as carry pieces comes from a mindset that forgets how the rest of the world lives. If you're a big guy, wearing tactical clothing, and are willing to go through what's needed to carry a big gun - that's fine for you. It's NOT fine, and not appropriate, for a large percentage of the population.
An example: I bought my wife a single stack 9. The Walther CCP. It had noticeably less recoil than the G43. The G43 feels like my 19 and was the gun I was really favoring, but the recoil difference was important to HER. So, we got the gun that she's both likely to carry, and a gun that is small enough for her to conceal...
Thereby meeting the first rule...
So, Al - you mentioned that the other gun, the Shield was too big for you. I think your decision to buy one of the most reliable handguns made, in a size that allows you to carry it, and one with which you're comfortable carrying, is an excellent choice.