You must have bigger pockets than I do. My usual carry is an S&W Model 60-10, a 3" stretch snubby J-Frame. I don't think the pockets in even my London Fog trenchcoat would hold it.
+1 on having a holster that holds the gun securely. Three and a half years ago, after I got my permit and the S&W M60, I ordered one of Simply Rugged's Silver Dollar pancake holsters. They're custom made for your specific gun model, and are *solid*. I paid $45 for it. I think it was the smartest $45 I ever spent.