There are some good posts here. I'd add that for thin/med frame build, I'd look at a good OD, khacki or grey type safari vest(AKA 5.11 vest). The light color should be able to conform to carry most seasons or months. The vest has pockets for gear and provides quick access with either hand to weapons.
You may also want to consider a BUG(back up gun) or 2nd gun. You can buy a P2000 LEM then tote a P2000sk that uses the same pistol mags. Same goes for the Glock 19 & 26 9x19mm or a 32 & 33 .357sig.
A 5/6 shot DA only revolver like a S&W 442/642 or a Ruger LCR in .357magnum would be a smart BUG pick. A XS tritium front sight & a CT lasergrip would be great add-ons.
Thick fabrics & different patterns also help distract or conceal weapons. But keep in mind that many "quiet professionals" use earth tones(brown, tan, olive green) to "blend in". You should avoid looking like a PMC in SW Asia or a SWAT cop.
ClydeFrog
for clothing see; www.Duluthtrading.comwww.policehq.comwww.kitana.comwww.bullet50.comwww.5.11tactical.comwww.Blackhawk.comwww.uscav.comwww.glockstore.com
If you want a "larger" carry weapon go with the Walther PPS. It is very thin and shoots well. If you want the smallest to get by with, then look at the Kahr PM9.
