Certainly some decent choices in the sub $500 catagory. The Ruger LCP looks good and seems like a more refined version of the KT P3AT to me but I have never shot or owned either. I imagine it would be great to carry given it's size and weight but most likely not a whole lot of fun to actually shoot for the same reasons.
Not on your list but thinking of cost, size and power as key factors a good pocket snub nosed revolver such as the S&W 642, 442, etc. might be worth considering and can be had for just a hair over or under $400. Used even better. 38 Spl+p is pretty close to on par with 9mm. Lot of folks still roll with the venerable snub when something larger isn't practical or doable. Just a lower cost alternative to consider.
Originally Posted by DjSaneR
In addition to the downsides you've already heard about the .380 have you considered price & availability of ammo. I haven't seen any locally for about 2-3 months. On line sources say they won't have any until June or July in most cases if, they speculate at all.
These caliber guns are being heavily marketed in proportion to the increase of CCW permits being handed out. You would seem to be the typical buyer in that you just want something you can throw in your pocket and not have to think about concealing it any further.
Whatever your decision I wish you good luck with it.
P.S. Were you able to try the LCP at the range? You may be surprised at your ability to manage recoil.