I prefer my little S&W .38 special 5-shot Bodygaurd. It only weighs 14 ounces and has a built in Lazer. I see them on GunBroker quite often for around $400.
Mine stays loaded with 5 +P Speer Goldot Hollow Points.
They are very similar to the Ruger LCR, but have a better trigger & smaller grip. IMO

If I do choose to pack a small auto instead, I go with my Kahr CM-9 compact.
Mine works flawlessly, has a great trigger, and is amazingly accurate. It is, however almost twice as heavy as my S&W .38 Bodygaurd.
On the plus side, though, it will hold 8 rounds with the extended mag, vs the S&W Revolver which holds only 5.

Here's a link to the S&W Bodygaurd on Gunbroker :

http://www.gunbroker.com/Auction/ViewItem.aspx?Item=423096142

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