There are sure lots of options out there, depending on your location, dress style, etc. For me, I find a pocket gun very comfortable and easy to conceal. My preference is revolver, for different reasons, the most important one being that all I have to do is pull the trigger. My first one was a S&W 642 in .38Sp+P, but I didn't shoot it much, as I hated the trigger and felt whipped by the snappy recoil. I then acquired a Ruger LCR, and appreciated a much smoother trigger as well as excellent energy-absorbing grips. But, it was a little bulky. My third pocket gun was a S&W Bodyguard .38 S+P with the integrated laser, primarily for nighttime carry. The smallest and lightest of the three, and fun to shoot.
I recently had a local gunsmith install a Wolff Spring kit in the 642, as well as polishing the action. Add to that a full-size j-frame grip from S&W that provides one more finger, and it is like a new gun- now my favorite. Experiment with what works for you.