Law abider: On gun selection,,,there are several available that are convertable to .22 (semi-autos) where you could practice inexpensively (and a bit less noise) and still carry something heavier for SD in the same weapon. I am a very strong proponent of using a .22 to practice with...both for the expense and that no-one flinches with a .22. Also, consider if you will purchase one sidearm, or more. If you are planning on purchasing more than one, make sure one is a .22.
For the caliber/weapon you will carry...try as many as you possibly can, the choose one that fits your hand, that you can fire comfortably, and meets your needs as whether you plan on to OC or CC.
Except in winter, I only have one I could even consider CC with, the rest are full size, and yes, even the big boys could be concealed under a winter coat, but definately not in summer. My wheel guns are very old Colt's and Smith's, (.38's), my autos are High Standard (.22) and CZ (7.62X25, 9X18 Mak and 9mm) All work very well. Remember, you do not need to purchase new, None of my pistols was purchased new. My 1926 Colt Officers Model was purchased new in 1927, and then has been handed down, never sold, but other than that, every pistol I own was purchased used by me. All depends on personal preference.
The best gun for you is the one you can handle comfortably and shoot most accurately. Doesn't matter if it is a 380 (or even a 22) or a 460 Rowland. If the bullets don't go where you want them to, the gun is not a very good one for you.