Plenty of good advice so far in the thread. I highly recommend testing several different guns via rentals if at all possible in your area.
I'll throw in a personal plug for the gun that will be my carry weapon when the plastic arrives... Springfield XD45 compact. Conceals pretty easily, reliable, makes big holes, and hits where I point it.
That's what I came up with as the best gun for ME... but it might not work at all for you. Only way to be sure is to try one.
Good luck. Finding the weapon that fits your needs perfectly can be frustrating at times.. but once you find it - it'll all be worthwhile.