When I began carrying I started with a Colt Officer's Model, which was fine for size, but I had a weird feeling about carrying it cocked and locked. I then tried an XD45 Compact, which is a great gun, but a bit big to conceal in warm weather/light clothing. Ended up with a Glock 27 in .40cal. Smaller than the other two guns and easy to conceal.
Most people I talk to start out with large handguns and then end up going smaller for ease of carry, even if they go down a caliber.
I second the G27 in.40 for a carry gun9 rounds but very small
it recoils like most 9mms