I haven't tried an LCP yet, but I hear they're The Best for being easy to carry, while still having adequate power. Some folks even saying they forget they have it and end up carrying it places they shouldn't by accident. I handled LCPs and just can't get into them.
For myself, I decided the Sig P365 is enough bigger, both in size, sights and caliber, but not so big that I can't carry it just about any way I want. So far, I only have an IWB holster that I carry at 4:00. The gun is thin, but I need to either sand down some of the grip pattern or get an IWB holster that protects my love handle from getting rubbed raw.
What's interesting is that I prefer carrying my LCR. I'm conflicted about it, as it is thicker, has half the capacity and is slower to reload. (not that I carry a reload) I shoot the LCR a bit better and it feels a lot better in the hand than the P365, but those two things aren't likely to matter in self defense situations. I just LIKE the LCR better, so I choose to settle for it.
Maybe a Hogue sleeve grip would bring that P365 to The Next Level...
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OP, how does the J-frame in appendix carry not bother you when you sit down? Even with a softer holster, it seems like it'd be poking you in uncomfortable places...