I prefer to carry the one that hides the easiest, and is the lightest. Chances are that is the one that will be on me when needed. The larger, and heavier the gun, the more likely that when in a hurry, or it is blazing hot outside it will not be on me. I like my pocket gun, or a small sub compact. I will have a snub revolver when I find one cheap enough.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.