Well, first and foremost, I'd say you'll have to select a preferable caliber as well. And as far as pocket pistols go, I'd have to suggest either 9mm or .380acp for a semi-automatic and .38 special for a revolver.
SEMI-AUTOS
Kel-Tec PF9 ($300-$350)- It is a VERY small and lightweight 9mm pistol. While you should be cautious of the recoil of a 9mm in such a small package, it is surely nothing you could not handle in a self defense situation. The philosophy behind this pistol was to build a gun that could be easily carried everyday; because we all know we carry our guns more than we shoot them. Suffice it to say that it will not be a fun gun to shoot on the range but it will be very easy to carry. They are easy enough to break down and maintain and a grip extension on the magazines make it more manageable. Quite reliable if maintained.
(Also comes in .380 "Kel-Tec P3AT")
Ruger LCP($300-$350)- This is another VERY small and lightweight pistol that has the same philosophy of use as the Kel-Tec. It only comes in .380acp. It is also made by Ruger, so the quality and reliability get very satisfactory marks.
Karh Arms PM9($450-$650)- One of my favorite pocket autos. The PM9 is by far the most expensive of the 3, but you get what you pay for. Kahr has a very good reputation for making reliable and solid equipment. This will be a very nice pistol to conceal easily in minimal clothing. It is very reliable and feels very balanced and good in hand. Personally, I feel that in 9mm, this pistol still "bites" less than the .380 LCP when shooting; plus you get the 9mm power. The largest differance worth mention here though, is that the Kahr is going to have MUCH better sights than the other two autos. They are a bit higher in profile, but they do a LOT for aiming and shooting accurately.
REVOLVERS-
You'll be looking for a "snubbie" here, meaning a revolver with a ~2" barrel. I wouldn't go any higher than .38sp+P for defense ammunition, which is plenty.
Smith and Wesson 642 "Centennial"($350-$550)- My choice for a "pocket" revolver. This model is hammerless and will not snag on clothing when you draw it quickly. It has a 5 round capacity and is extremely lightweight (Airweight). The fact that it has a cylinder makes it significantly wider and bulkier, but it definitely has more power per shot. What you give up in capacity and width, you make up for in stopping power.
Smith and Wesson 637 "Chief's Special"($350-$550)- My personal snub-choice, and I got mine for $325. This little gun has a hammer and can be fired in Double Action or Single Action. Personally I like the option; but what you gain with options, you give up in ease of draw. Since a hammer is present, it can quite easily snag clothing on a SD draw. I mitigate this personally by covering the hammer with my thumb while I draw, but this may not always be possible. Once again .38special+P is the caliber and will serve you well in self defense. Other than these differences, these 2 revolvers are identical.
Ruger LCR-($400-$550)- Another excellent product from Ruger. Like the Smith and Wesson airweights, the frame is alluminum and very light weight. The weapon is .38 special+P rated and represents another hammerless design. Ruger reliability is implied and the revolver feels very comfortable in hand. The grips feel nice and the double action trigger pull is acceptable, though personally I enjoy the S&W trigger out of the box.
*On a side note; I like the stock Smith and Wesson boot grips better than the stock grips for the LCR. While the LCR grips are more comfortable to
shoot with, they tend to "grab" clothing allowing it to bunch up and possibly reveal your weapon in a CCW situation.
**All of the revolver sights mentioned are terrible. They are useable, but the gun was designed with close quarters engagement in mind where proper "aiming" is a luxury. They don't call them "phone-booth guns" for nothing.
I've only mentioned 6 weapons here and there are dozens out there. I hope this has helped you, however. Let us know if we can help you with anything more (method of carry, caliber choice, ammo selection, holster preferences, standard modifications, etc...)
~LT