First and foremost, carry a reasonable gun that youre comfortable with, and shoot well with. Dont get sucked into thinking you need to carry a small pocket pistol that may be difficult to shoot well, especially with realistic ammo, and may limit your response. Yes, it is important "to have a gun", but what good is it, if you cant shoot it well, on demand, and it cant sustain you until its all done.
And before the bickering starts, smince summed it up very nicely here in another post, and this ought to be ingrained in everyones head when considering things....
be very careful about assuming whatever gear you pick will work out perfectly for the gunfight script you've written in your head.
Scenarios are great, if you get to control them. Reality dictates you be a little more diversified and versatile, in both equipment and practice.
What ever you choose, then you have to practice to that. That means, if its in your pocket, you shoot it from the pocket, and at any realistic, and some not so realistic targets and distances. 3 shots at 3 feet in 3 seconds is a cool mantra, but you better be ready to shoot more, farther, and as long as it takes, or your just fooling yourself.
Standing at a bench and shooting tight little groups at bullseye targets is great if youre a bullseye shooter, it does little for you most other places. Everything starts from where the gun is. If youre living by the above rule of ''3's'', and it takes you 3 seconds to get the gun out, wheres that leave you?
You can easily carry full sized guns wearing clothes you normally wear, if youre willing to do it. Might take a little work and discomfort at first, and they all do in reality, but it isnt hard to do.
IWB holsters and a decent belt are one of your best bets.
Smart Carry holsters also work very well, and for guns of all sizes, depending on your comfort zone and you wear the right pants. You can even wear a pair of shorts with out a shirt if you want.