My preference is the .40 cal Glock 27.
Go with the largest caliber you can shoot well and is comfortable in your hand. My opinion, 9mm minimum.
Single stack magazine models are flatter, easier to conceal, but you trade off number of rounds.
The smaller the barrel length, the more you will have to practice to get good with it at distance. Of course, the longer the barrel, the harder it is to conceal.
I like having my pinky finger on something when I grip...so, I put Pearce magazine extenders on my Glock 27.
Try to test shoot as many different makes, models, calibers as you can before making your final purchase.
H&K-Certified MP5 Operator and Instructor
FBI-Certified Police Pistol and Shotgun Instructor
State of New Mexico-Certified Concealed Carry Instructor