The basic rule with pumps is that the bigger they are, the better they are at pumping, which is why everyone with any sense has a track pump at home. This applies to pumps that are the same model too, so a size 4 HPX works noticeably better than a size 2 HPX.
I use an HPX by preference, but accept that whilst frame fit pumps work well with traditional steel frames, they are often difficult with modern frames, with sloping top tubes and smooth flowing curves around the tube junctions. Often the best you can do is strap on, with a couple of Zefal Doodads
My experience is that a Topeak Road Morph works about the same as a size 2 HPX, but it's also not noticeably smaller, and "in the saddlebag" only works if the saddlebag concerned is a proper Carradice, rather than a small strap/clip to the saddle rails thing
The supplied bottle cage clip prevents the use of a bottle at that location, but a Peak DX clip
will take a Road Morph OK and still allow a bottle cage.
I don't like CO2.
Aside from the cost, wastage, and having to remember to reinflate with air after you get home, the speed advantage isn't all it's portrayed to be. Actually pumping is a relatively small part of dealing with a puncture, so you're looking at the difference between 11 minutes and 10 minutes, rather than the difference between 15 seconds and the minute and a quarter that I take to pump to full pressure.
There's also the point that the final inflation of the tyre isn't the only thing you may want gas for. You've also got to find and deal with whatever caused the puncture - if you don't, it's very likely that you'll just have to stop again a few miles down the road.
A quick feel round the tyre will miss smaller puncturing objects, thoroughly checking a whole tyre for foreign objects can take much longer than the minute or so saved by using CO2, and both will certainly miss displaced rim tape type causes.
I find the puncture in the tube by inflating it outside the tyre and feeling where the air's coming out, then line the tube up with the wheel so there's only 2 or 3 inches to inspect. The trouble with doing the same with CO2 is that you could quite easily use a whole cartridge for hole-finding.