I am going to go out on a limb and assume you have difficulty shooting small guns, either due to hand size or lack of practice.
If so, you can get larger grips for many small guns (I have Altamont grips with little finger rest on my 442) that will still conceal well, and/or dry fire (with snap caps) is your friend.
Can most of us shoot small guns as well as big guns? No. If nothing else, they will be slower for follow up shots. But some small guns are better than others. In my personal collection, the 442 and MK9 are easy to hide, yet still shoot well; the PPS may be the best compromise between deep concealability and shootability; and the P7 conceals pretty easily yet shoots amazingly well.
I use a Mika pocket holster for the 442, a belly-band or IWB for the MK9, a Soteria Leather IWB for the PPS, or an Andrews Leather MacDaniel IWB for the P7.
For your activities, given my guns, I would go with the MK9. If its weight were a problem (though that weight is a big advantage in recoil control) I would consider a PM9 or CM9. Then again, you might find a PPS comfortable in a belly band - I do not. But if I did, that would be the choice - it is much easier to shoot than the other small 9s, and easier to deep conceal than the P7.