My husband has a Smith and Wesson M&P 9mm. Its a little bulky for lighter weight clothing and he now wishes he had bought the compact instead of the full-size.
I've got a Taurus 709 Slim, which he kidnaps when the M&P won't fit under his lighter clothing and which I can only conceal under my heavier clothing. I like my Slim very well, but had the Ruger LC9 been out at the time I'd probably have bought that instead.
I also have a MPA Protector .380 because I needed something very, very small for at work (funny how that company "no weapons" policy didn't prevent an angry guy who had just been fired from grabbing a nearby piece of pipe and putting a supervisor into the hospital*). I prefer a 9mm, but if I have to have a .380 I'd have liked to have a Sig 238 because I'm in love with a Colt Mustang that I borrowed a couple times and the Sig is a clone. Alas, I couldn't afford it.
I took my Concealed Carry class with a borrowed .22 -- a Ruger .22/45. Then I researched the daylights out every pistol I could get my hands on and made my choice after a lot of back and forth over different options. Unless your state requires that you qualify with the specific gun that you'll be carrying, I'd suggest that you use your .22 or your .38 for the class then take your time figuring out which carry method and which gun best suit your needs.
The Cornered Cat website
www.corneredcat.com is oriented to women, but the information is equally useful to anyone new to defensive carry.
*I work in a factory. Within arm's reach of any workstation there are at least half a dozen objects, blunt and sharp, that could be used as weapons. Box cutters, scissors, pocket knives of every size and description, metal rods, steel yardsticks, heavy things that could be swung on cords and lines, chunks of 2x4, hammers, wrenches, ... .