There are many reasonable choices. Try some different guns and see what feels good. It's best if you can actually shoot the guns because shooting is quite different than just holding a gun in the store. I mostly carry a Glock 19 in a Rosen OWB holster and sometimes a S&W 442 in a pocket holster. I shoot Glock's in competition regularly so handling them is pretty instinctual for me.
Glocks are extremely reliable and have a low bore axis (reduces muzzle flip) that makes them a favorite of action shooters. And of course there are more cops carrying Glocks than anything else. The new Gen 4's have better ergonomics for different hand sizes. That said, there are many good compact polymer 9mm pistols. I feel better armed with the Glock, but the J frame is very easy to carry and very reliable. Carries great in the back pocket of my 5.11 shorts. I don't have as much confidence in the really small pocket pistols even though I have a couple.
