The .25 is more successful than .22 in small pocket guns because of the design of the cartridge. The .25 of course, is not rimmed like a .22, and will feed in a magazine more reliably.
The .25 has been made in dozens of versions and designs since its inception at the turn of the century, and some of those old .25's were made pretty good. (and of course, some were not).
Nonetheless, a .25 in hand is better than nothing, and although you will undoubtedly hear from people who advocate baby .45 autos as the minimum pocket gun that you should carry, you are not going to find a .45 or 9mm so small as you can find some .25's. (Yes, I know that they make some very small 9's and 45's). The .25 will be featherlight compared to some of the larger guns and will not print in your pocket as you take that walk.
Undoubtedly, too, the advocates of the larger calibers will also not have shot somebody. There are all sorts of stories of one shot .45 kills and the .25 doing nothing to the shootee, but there are also stories in the reverse, too.
You are carrying something to protect yourself with, to possibly save your life and allow you to get away from the threat. A .25 will do that just as well as a .45.
Finally, with any gun, you need to become proficient enough that you can draw, aim and fire and hit your target every time. When I say draw, I mean to get it out of your pocket without shooting yourself in the leg or where ever, and get the gun into battery. You'd be surprised on how a gun can hang up on you.
So, whatever you do, make the choice you feel comfortable with and practice, practice, practice.
The Doc (who only had to draw twice fast in his career, and won the race both times) is out now.
I'm pretty sure cute and sexy won't be topping my agenda right that minute. 
