I'll comment on what I know about.
Ruger LCP - I've never held one, but I suspect it is not a great fit for my hands. Downside is the cartridge, both because of lethality and cost of practicing. But it is definitely pocketable in any of my pants.
Ruger LC9 - feels a bit too skinny in my hands IIRC. But it is magazine-fed, comes in my preferred caliber, and gets solid reviews.
I am also considering the Keltec PF9, the keltec .380, and others. But that gives you an idea of my price range and what I've got in mind. I'm leaning towards the LCR, but there are advantages and disadvantages to each of these options.
LCP. I have one. I haven't had it real long, or run that many rounds through it yet. Grip is very small for me, and even the pinky exension doesn't quite make it big enough for me. Sights are vestigial, almost useless. I contemplate one of Laserlyte's sidemount lasers for it. I have the feeling it might be serving as a good luck charm, more than anything.
PF9 (and by extension, much of this might apply to the LC9 which is
a copy of
"an homage to" the PF9: Skinny single stack grip, but I don't think that's a problem for me. I'm coming to think skinny might be better. Mine shoots straight. It does fit in a pocket, even if a lot of people say it doesn't. The pinky extension makes it a good solid two finger grip for me, but I tend to use it without. Mine had some light strike failure issues (not uncommon) that a trip to the factory appears to have completely fixed.
And, Mika holsters
. Get one.