People have already mentioned the first guns I would have. That being said, nobody has mentioned Kahr. They have some great compact models which are perfect for carry.
http://www.kahr.com/
If you do decide on a 9mm and this weapon is specifically for conceal carry / self defense....Be sure to pick up Cor-Bon 9mm 115 grain +P Jacketed Hollowpoint rounds. They are THE MOST POWERFUL 9mm rounds available. ALWAYS use JHP's while carrying but use standard ball ammo for practice.