I basically have 4 CCW handguns these days. I live in a very rural community with very low risks, but do sometimes travel to urban areas, and often they are in not-so-great parts of town. I'll detail what I carry to where, and why:
1. Kel-Tec P3AT .380 ACP. Ultra small, very thin and super light weight, this is a true pocket gun, but it still has a decent bite. 6+1 rounds with standard magazines, I carry handloaded 102 gr. Remington Golden Sabres. Sometimes I carry a spare mag, sometimes not. This is my always gun, since no consideration for attire is necessary.
2. Kel Tec PF9 9x19mm. Also very thin and very light weight, but a little too large to be a pocket gun for most. 7+1 rounds capacity, it has a little more authority than the .380, but still carries very easy IWB with an untucked tee shirt or any Jacket. I will carry this frequently when clothing allows it. It is stocked with Remington white-and-green box 115 gr. JHP's because they performed well from the shorter barrel.
3. S&W CS-45 .45 ACP. About the same length and height as the PF9, but considerably wider and heavier. 6+1 rounds .45 ACP. Carrying this gun requires a looser fitting shirt or a jacket. I usually have a spare magazine with this gun, and it is loaded with El Dorado Starfire 230 gr. JHP. This gun gets carried when I determine that the risk level is a little higher than normal, usually because I have family in tow.
4. Glock 20 10mm Auto. Full size gun, definitely requires attire adjustment. I typically carry this one when going into unsavory areas, or when on outings with wife & kids to places where I determine that a serious threat may constitute multiple actors, and/or may require providing cover fire for them to escape (like an active shooter scenario). I usually carry one or two spare magazines (15 rounds ea) with this firearm, and they are loaded with handloaded 180 gr. JHPs.
So, as you can see, there is a good reason for many of us to have several CCW options. Some people don't mind dressing around a larger CCW every day, others are fine with carrying a little less gun all the time. A lot of people compromise somewhere in the middle. Me? If I didn't have multiple choices, there'd be times I felt underarmed with too small a weapon, or times I was not armed because a larger weapon was too inconvenient to carry.