Speaking from my own experience,
I've been carrying nearly 17 years...and my "preference" has changed many times over the years.
At first...I wanted high capacity (9mm), then I wanted power (40), then I wanted nostalgia (1911...45acp)...these days I want small, powerful, easily cared for, lightweight, and easily replaced....to me that means Glock 36.
As others have said...its a VERY "individual" thing, but most eventually get around to small, light, and low maintenance...
Holsters...I have and will again pay $150 for a holster, because if its not comfy a person tends to not wear it! And the pistol is no help to you if you don't have it on you...I'm not saying some of the less expensive holsters aren't comfy, but I haven't found one yet that is comfy enough to wear 12 hours a day.
Inside the waistband conceals best and many are quite comfy too. Outside the waistband (on the belt), with these you have to be picky...some are very good, some are very bad (with very few in between). I currently carry my lil Glock in a Mitch Rosin 5JR holster...a quite small belt holster. Keep this question in mind when choosing a pistol.... "Can I get a
GOOD holster for it?"
Belt...this is arguably more important than the holster...don't skimp here either, get a "gun belt", not a $5 Walmart belt...there is a difference. A gun belt will hold the weapon more securely, be more comfy, allow for a smoother draw and reholster...and be more comfy. (yes, I know I mentioned that twice)
Calibers...There are many arguments over this so I won't get into it very much...I like 45acp.
Last but not least...get some training...and
practice, practice, practice...
The Riflemans Creed...it can be applied to CCW pistols also...learn the weapon, master it, take care of it...and it will serve you well.
This is my rifle. There are many like it, but this one is mine.
My rifle is my best friend. It is my life. I must master it as I must master my life.
My rifle, without me, is useless. Without my rifle, I am useless. I must fire my rifle true. I must shoot straighter than my enemy who is trying to kill me. I must shoot him before he shoots me. I will...
My rifle and myself know that what counts in this war is not the rounds we fire, the noise of our burst, nor the smoke we make. We know that it is the hits that count. We will hit...
My rifle is human, even as I, because it is my life. Thus, I will learn it as a brother. I will learn its weaknesses, its strength, its parts, its accessories, its sights and its barrel. I will ever guard it against the ravages of weather and damage as I will ever guard my legs, my arms, my eyes and my heart against damage. I will keep my rifle clean and ready. We will become part of each other. We will...
Before God, I swear this creed. My rifle and myself are the defenders of my country. We are the masters of our enemy. We are the saviors of my life.
So be it, until there is no enemy, but peace!