If you want a smaller gun to carry in a holster on your belt, it's hard to beat the Glock 26. It's very reliable and as accurate as you need to be. It's not a pocket pistol for most people. I carry mine either on the belt or in an ankle holster. I don't find the magazine extensions to be necessary. They feel good, but almost everyone I know has found that they shoot the little Glocks just as well without them. The baby Glocks in .40 and .357 have plenty of recoil, but if that doesn't bother you, go for the power. I had a Glock 23 in .40 and sold it.
If the belt or ankle are not possible due to weather or clothes then I put a lightweight snubbie in my pocket in a Kramer pocket holster.
As someone else has said, the cheapest thing is to buy a good pocket holster for your P3AT, if you've found it to be reliable and can shoot it accurately. I have a P32 that I still don't really trust, though it's been 100% after I did the "fluff and buff." I had numerous failures to feed until I worked on it.