I love my Glock 19, but when I got my CCP 3 years ago, it was just too much. If you have not, handle and shoot if possible, some of the other guns mentioned. A single stack option is what I decided I needed to carry comfortably. Had never carried before, so am sure that factored in.
The M&P Shield felt very good in my hand, so I got one in .40. Added a laser and it's become a favorite. The 40 gives me good options to upgrade my bullet for carry in the woods, 200 gr. hard cast designed for 30" penetration makes it a viable woods gun IMO. The capacity is not great, 7, but there are probably mags one can get. It comes with a second 6 round mag, so I bring along the extra. The 9mm shield has one round more as I recall, same size. Been 100% reliable so far.
In hot weather, the M&P Bodyguard in 380 is almost always in my pocket, winter too sometimes around town. Has an integral laser, 6 rounds, so I carry an extra mag, and did buy a 10 round mag, but that gets awkward. Have a small pocket holster, very easy to conceal. It's a bit small to hold, but the portability wins. After about 10 rounds I was hitting pop cans at 30' easily, so it took just a little practice. No issues with it so far.
If heaven forbid, you are in a dire life threatening situation out and about, better to have a 380 with, than a 2 1/2 pound 1911 45acp on the nightstand cause it's too heavy/bulky. So I'd recommend trying CC with a few, if you are new to CC, because they only help if they are on you when needed. If it feels awkward or too heavy, it will end up being left at home... I simply could not adjust to anything larger than the shield's profile, like my Glock. The mini Glock's were just awkward for me to hold, so the M&P line was my choice.
With modern powder and bullets, the 380 now is nearly on par with the 9mm offerings of 20 or so years ago, the 9mm now is a very capable choice. Were it not for 40's double duty for me, woods carry too, I'd have been very happy with the 9mm.