Not sure what you mean by "small caliber" ... my thinking is that "handgun" and "small caliber" are synonymous. ;'}
That said, there are several surprisingly compact 9mm handguns on the market that are quite concealable. The Ruger LC9 and SIG-Sauer P239 are examples.
I love my little .32 because it is so easy to carry...but I wouldn't want to have to square off with a shotgun.