A S & W 442.

Product: Model 442

It has an enclosed hammer so that it can be pulled from a bag without snagging; it will not be affected by lint. It can be tossed in almost any bag without a holster and still be safe. It is light weight and will carry well. It shoots 38's (and +P 38s) a proven round.

Or go to the Scandium verison which shoots .358 and weighs 11.4 ounces (but is very expensive).

Find a shooting range which rents time on an inventory of various different pistols. Try them all, or at least as many as you can afford to rent.
The one gun for you is the one which fits your hand the best. It has to be a comfortable match with your body and your shooting style.
Accuracy, at pistol distances, is not an issue. Size and weight, however, may become an issue. Remember that you can always stick a long barrel further down your pants, but a pistol's handle is the most difficult thing to hide.

When you've made your decision, spend at least a third of the gun's purchase-price on a holster and belt (and one half of the price would be even better). Make sure that the belt is strong and stiff. Get a pouch in which to carry at least one reload, too.

Ditto what Steve M1911A1 said.

Originally Posted by Shane

. . . My question is what to get? I really like SIG SAUER's and love their sub-compact .45. But I have also seen their .380 carry which is also nice. I'm worried that may not pack enough power. Does anyone have input for me?

If you like SIGS, I just bought a SIG P290. Their brand new "pocket 9mm". Nice 20 oz. gun. Mine is one of the Special Edition "only 2000 made".
VERY expensive. But, I've seen on the Internet the "regular grip" models are supposed to be about $520-550 list price. ? ? ?

You can buy the "same size" 9mm 17 oz. "pocket" gun from Ruger, the new LC9. For $400 street price.

Just two of the many, many, almost limitless semi-auto choices. Plus, the folks above have good advice.

Disclaimer: revolvers are good simple guns.
I have a S&W 642 Centennial (concealed hammer) snubby. 15 oz, with aluminum frame and SS cylinder.
Good carry/car gun. But, only five rounds. I added CT laser grips. Makes a better snubby. This is in .38 Special. Including +P.

Staying away from the S&W "Scandium" revolvers is GOOD advice. At least double the price. And, the lighter weight means more recoil.
Ruger's LCR is also a good .38 Spl. "snubby revolver". I've fired one quite a bit, and I like it.