While you can certainly find micro-nine's smaller than the Shield, I still don't consider any of them a pocket guns. My P938 doesn't fit well in most of my pockets, and even when it does it's a lot harder to draw from a pocket than my LCP or j-frame.
So if you insist on 9mm, I'd recommend an LCR in 9mm. Otherwise I think a .380 is better, or a j-frame revolver.
I certainly don't insist on 9, just looking for options and 9 is a popular choice.
Having done some more research, the new Ruger LCP2 might be the gun for me with it's new trigger design, it gets rid of the P3-AT's biggest drawback. The trigger.