For this application, as stated before you will not go wrong using any of the glock models listed before as well as any of the Smith & Wesson M&P models. The Ruger SR9 is a decent 9mm pistol as well, coming in at about the same price point as the glock or s/w. I have personally owned a Glock 19 (9mm) and 23 (.40 cal) as well as a S&W M&P shield 9mm and keltec PF9. By far my favorites so far for carry have been the m&p shield and the Glock 19. The shield's overall dimensions are perfect for CCW. it comes with a flush mag holding 7 rounds or an extended grip (pinkey extension) holding 8. Either offer high concealability. Another thing i really like about the shield is its dual captured recoil spring, which really lightens the recoil considering it's extremely short barrel. this would come more into play if you bought the 40 cal model but the 9 is a very flat shooting gun and so far has been 100% reliable for me.
If you look into the 40cal realm, you will be shelling out more money in ammo. its not that much higher that 9mm but if you practice as much as you should, it might start to drain the wallet. Practice is another topic not brought up much yet. Whatever gun you decide to purchase, it is absolutely worthless if you cannot deliver rounds down range in an accurate manner, also avoiding any bystander casualties as well. The last thing you want to do is wound/kill someone in the process of defending yourself. 9mm offers a very cheap practice round and if accurate w/defense rounds will be all you will need.
guns to look into:
Khar PM9
KeltecPF9
Glock (many)
S&W M&P Shield 9/40 or any of the standard M&P models
Ruger LCP/LCR/SR9
S&W Bodyguard (if interested in revolvers)
Kimber Solo
Springfield XDM/XDS
Walther PPQ/PPS
FN FNX9
STAY AWAY FROM
Taurus
Highpoint
