My recommendation Beretta Nano. I carry mine daily and love the gun. I also have a Kahr PM9, which is a great pocket pistol, but it doesn't fit the $500 budget. I find the Nano fits my hand better than the PM9, and I am more accurate with the Nano. I also have a Kahr P380 that is a dream to carry because of size and weight, but I much prefer 9mm to 380.