Well, obviously the smaller you go with a 9mm, the more painful it becomes and the more harder to control. Putting a 9mm in too small a package can be dangerous, and I don't think using a sub compact, sub $300 9mm is wise.
Let's look at the specs of your SD9 first:
Capacity: 16+1
Barrel Length: 4"
Overall Length: 7.2"
Height: 5.5"
Width: 1.3"
Weight: 22.3 oz
MSRP: $389
Some of the things you will need to compromise:
Capacity - you'll need to go to a smaller capacity.
Barrel length - Going to a shorter barrel in a 9mm is going to be LOUD! But any smaller 9's will have shorter barrels.
Weight - well you want it lighter, but that comes at a price of increased recoil. Getting a lighter gun should be pretty easy though, that 22.3 oz is heavy.
S&W M&P9 Shield M2.0 (11808) is a popular one.
Capacity: 7+1 (8+1 with extended mag)
Barrel Length: 3.1"
Overall Length: 6.1"
Width: 0.95"
Height: 4.6"
Weight: 18.3 oz
MSRP: $479
I've heard a lot of good things about the Kahr:
Kahr CM9
Capacity: 6+1
Barrel Length: 3"
Overall Length: 5.42"
Width: 0.9"
Height: 4"
Weight: 14 oz
MSRP: $460
Although I have been back and forth on "mouse guns" which I used to consider everything up to and including 380, but now I draw the line at 32 ACP because of the improved ammo now available for the 380. I do sometimes carry a 380 just because of the convenience. With a 380, the possibilities are endless. It doesn't have to be as strong as a 9, and it can use straight blowback, which makes it simpler, cheaper, lighter, and have a lower bore axis.