I have Kel Tec 9mm and I'm not too crazy about it. I suggest a Glock. If you get a concealed carrying holster it will also prevent access to the trigger until you remove it from the holster. I agree that when it gets bad, it gets bad quick. Here is my methodology of carrying: If I have a double or triple retention holster, I carry with a round in the tube. If I'm carrying with zero or single retention I carry without one in the tube, thus preventing accidental discharge unless you rack it.
I'm sure you have your own preference in terms of calibur, but I prefer a 9mm or 40 cal. A lot of guys prefer a 45, as did I initially, until a close friend and veteran police officer said it to me like this: "If I shoot you in the foot, it will hurt just as bad whether it's with a 9mm or a 45". And he's right, it's all about shot placement. Learn to shoot accurately and you dont have to carry such a bulky weapon or have so much recoil. That being said, I suggest 9 or a 40.