With a good rig, properly fitted, you might be suprised at how comfortable a full sized (or close) pistol can be carried.
I'm a novice at carrying, but for me, the problem isn't comfort, it's convenience. For example, I have a CZ-75, a good stiff belt, and a good holster, and it's pretty comfortable, but it takes some time to get "set up." Part of the problem is that I can't wear my gun everyday, being a college student.
dk-corriveau, ask yourself some questions:
You wake up on a Saturday morning and you want to drive over to the store to grab some eggs to make omelettes for your family. Are you going to take the time to put on your gun belt, your holster, and your gun?
You're at home in casual clothes and your friends call to invite you to a movie. It starts in half an hour - are you going to have time to change and put on your gun?
You decide to go jogging. Do you have jogging clothes suitable for concealing a medium-size gun (say, lightweight Commander or even a Glock 26)?
There are two approaches as I understand it:
1) Carry your full rig (gun belt, holster, etc.). This is not really that hard to do, but will require some changes, as others have said. You will need to choose clothes that can conceal your firearm and allocate enough time to get your stuff together.
2) Get a pocket gun. PM9, P11, J-frame, whatever. This will require fewer changes (perhaps none), but your gun will be harder to shoot accurately and less powerful than a typical compact .45/.40/9mm/.357.
Whatever you decide, I think it's best to wear your gun all the time if possible. If you pocket carry in the summer, for instance, pocket carry all through the day. If you use the full rig, then do so all through the day. Whenever the firearm leaves your body, that's another chance that it might not be there when you need it.