Walther PPS 9mm
Why? the PPS is slim, cool, with the 8 cap mag fits the hand, has a high grip...so light I hardly notice it's on my hip.
for anything larger...I prefer the .40 S&W for its ballistics, though modern 9mm is almost as good.
For the .40 I have the HK P2000sk with X-Grip and Big Dot night sights, and just recently, the SIG P250c with tritium night sights.
The HK is probably the best made handgun, 100% reliable, German, expensive, worth it.
The SIG is too new for me to comment about, about as well made as the HK but it is mechanically revolutionary, a technical tour de force. It is closer to a hi cap 1911 profile, yet with modern materials and greatly reduced parts count. And of course, DAO is my way. Safety above all.
For backup, the 380 Ruger LCP w DPX.