I have owned at least one HK pistol everyday since 1997. Currently I carry a P2000 V2 (totally underated judging by sales volume) in .40 in a Lou Alessi Talon. I am also set up to carry some full sized HK's in winter time- they also serve as backups to my HD setup.
I think the size of the P2000 (Glock 19 like) is about perfect for EDC.
What HK are you carrying?
I grab this one when wearing a heavy jacket in winter.

