I carry a Kel-Tec P11.
It's small and light, but chambered in 9mm. 10 +1 capacity and gets covered easily with a t-shirt.
I wold love to carry my 5" Colt .45 all the time, but it's not easy for me to cover up.
It really doesn't matter what you carry as long as it's comfortable to you. As long as it goes bang every time.
By the time you recognize a threat, the BG will be on you. Pull it and keep squezzing the trigger till the threat stops.