You have a lot of options. I personally like the Kel-Tec P-11. I have also carried the Glock 27. The key is finding something that you can conceal easily and shoot accurately and reliably. Whatever weapon you choose make sure to know what load it likes the best and practice with that load. I like at least a 9mm load.
It seems like the 9MM up to the 45LCP is the best range for these type of weapons.
Revolvers are a whole nuther topic.