I'm a small woman in exactly the same situation. Have an SA XDm 9mm 4.5 that I love to shoot but there is no way to carry it. I know about dressing to carry, but guys - there's no way to do that without looking 20 lbs heavier. I know it sounds shallow, but it's tough.
I had always wanted to try the M&P line, so I picked up a new Shield for $380 - still getting used to the shorter sight radius, but it handles beautifully. Will try a few holsters , but this will be *much* easier to conceal.
+1 on the Cornered Cat.