It's best to carry on your person. This can create issues for women, since clothing choice may result in having no place to put it.
The solution generally is to first think "Am I going someplace where I want to carry?" and then think "OK, what can I wear which will enable me to carry on my person?" (and somewhere preceding that "What should I have in my wardrobe that allows me to carry concealed?")
There are terrific purse holsters. Check cabelas