She's WAY too big for CCW purposes, but I don't let a little thing like THAT stop me! ;^)
It's a very nice pistol, and it's easily concealable. It's a Variant 1, which has a combo safety/decocker, so you can carry cocked and locked. It has an ammo capacity of 8+1. I considered the SIG P245, but I was sold on the lifetime warranty of the HK, safety/decocker (the SIG doesn't have a safety), bobbed hammer, and the factory-approved use of +P ammo.
A friend of mine has a stainless Para-Ordnance 7.45 LDA.
It's a bit more difficult to conceal than their Para Carry line, but it's a very nice pistol.
Trigger pull of the HK is a bit on the heavy side. Some might argue that the heavier pull makes for a safer pistol in a stressful situation. The SIG and Para-Ordnance LDA double-action pistols have smoother, lighter, trigger pulls. At 15 yards, I can shoot those pistols more accurately than my HK. At seven yards, it's a toss-up.
For home defense, I rotate between 230-grain Golden Sabres, 230-grain Winchester Supreme SXTs, and 230-grain Corbon +P Flying Ashtrays :-). For plinking, I use Miwall. For affordable plinking, I use CCI Blazers. For the most affordable plinking, I use Wolf.