I had both for a while -- for concealed carry I noticed that with a good holster there was no noticable difference for me. The P2000sk was a bit smaller but there was *for me* not enough difference (so I kept the HK45C since it is, again, in my opinion, a really nice gun).
For concealed carry, I personally find the P30, P2000SK, and the HK45C (and Glock 19/17) conceal about the same and all conceal fairly well but are just not really small or thin.
If you need more fitting clothes, and conceal easier with less weight, I feel you should really look for really small guns, like the Ruger LC9 or Kimber Solo or something. I have the LC9 and it is noticably easier to conceal and much lighter than any HK -- mostly because it is much thinner. However, it shoots mucho worse than the HK45C

-- it's a trade-off. If I can, I carry the HK45C (which is most of the time).
Just my 2c.