If you need true zero-profile concealment (i.e., observers can't easily tell you've got anything in your pocket, let alone a gun), then something like a Kel-Tec P3AT or P32 makes sense. Teensy guns that weigh almost nothing.
If you just need ordinary pocket concealment (light and comfortable, an observer could tell you've got some junk in your pocket, like most folks do, but it doesn't scream "gun"), then consider a J-frame S&W or Taurus revolver with an alloy frame, in a good pocket holster. With proper +P ammo it is much "more gun" than a Kel-Tec, has zero reliability issues, and should probably be your default choice unless you don't get along with revolvers.
Exception: Kahr PM9 - several folks have mentioned it above. First widely distributed semi-auto pistol to seriously threaten the airweight .38 as the all-around pocket gun. Light, very compact, good trigger, 7 rounds of 9mm. Impressive. I want one.
People also rave about the steel frame 9mm Kahr MK9, but it weighs 24 oz. empty. If you're a big guy or wear heavy clothes that could still be a "pocket gun." Personally, at that weight I'd rather slip a 2 1/4" Ruger SP101 revolver loaded with Winchester 145 grain .357 Magnum rounds in my pocket. Great guns.