My first CC gun was a Glock 17. I sometimes worked in some rough neighborhoods and did not feel comfortable going unarmed. It served me well for a number of years. Sure it was a bit big, but back then (1980s) everyone was talking about carrying full size 1911s, so at least the Glock was lighter!
My second CC gun was a Glock 21. A bit bigger than the G17 but I was going through a "forty-five-phase" and felt under-gunned with my old G17. Required a bit more work to conceal, and really wasn't too comfortable IWB so I usually carried it OWB. I love shooting this gun, though, so I got very good with it.
I finally decided the G21 was just too big to be carrying every day, so I ended up switching to a G36! I still wanted the comfort of the 45 ACP, but the smaller package was easy to conceal in an IWB holster. Love this gun and carried it for several years.
Just recently, I decided that I didn't really need the big 45 to feel safe, so I decided to switch to a single stack 9mm. The Ruger LC9s has been riding my hip for a while now and it's a great gun. I'm just a little uncomfortable with the safety (none of my other carry guns had one, and I'm worried I'll forget in a high stress situation) and the magazine disconnect (I know I could disable it, but I generally avoid modifying my carry guns, except for sights).
My next purchase will probably be a Glock 43. Nice and compact like the Ruger, but without the features I don't like. I'll probably be picking one up this weekend!