I have an XDm (9mm) and two XD Subcompacts (9mm and .40 S&W). My favorite carry gun is my XD 40 Subcompact. Yesterday I received a Serpa CQC and am really happy with how it holds the pistol next to my body, comfort and retention. It comes with both a belt loop and paddle option, but I found the paddle option best for me. The friction fit is adjustable and the trigger guard clip works like a champ. I think this is one option you should look at.
See: http://www.xdtalk.com/forums/xd-m-discussion-room-xd-m/97605-will-blackhawk-serpa-hold-xdm.html
Thanks for the advice. My normal carry weapon is a Sig P239 SAS in .40 S&W. The nice thing about open carry is that I can carry a larger pistol with higher capacity, like the XDM.