You should post a vanity on the subject. You'll get flooded with great recommendations.
Before I lost all weapons in that tragic boating accident up on the river, I had (among other things) a Glock 26 (great for concealed carry and a pretty good punch), a .357 Ruger wheel gun (not good for carry), and a very cute little Keltec P-32.
The Keltec P-32's or Ruger .380's are very popular with women because they fit nicely into a purse and weigh virtually nothing. See stock photo below.
If you really want to spend some money, look into the Seecamp .32 or .380 (heirloom craftmanship in the Seecamp). Whatever you consider, go to a range and rent if possible and see what feels right...and then practice until you get very comfortable with your choice.
