My everyday carry is a Sig P238 .380 ACP. Some folks are critical of that round, but the .380 round is really just a knock down .38, and if you drop some Underwood cartridges with Lehigh bullets in them, they're a very effective self-defense round. The Lehigh bullet is made from solid copper and the tip resembles a phillips head screwdriver. Since bullets rotate at roughly 65,000 RPM when fired, it becomes a meat auger and leaves a fairly devastating wound channel for a smaller round.
The Sig P238 is small enough to carry comfortably and absolutely disappears on my body, and with the 'extended' mag it will hold 7+1. Since it's a 1911 style handgun, you carry it "cocked & locked", and as
@LightningJack noted above, it will be more than enough to allow me to get away from trouble.
Also remember the "rule of 3" for gunfights: they take place within 3 yards, 3 shots are typically fired, and they last 3 seconds. And anything from a .380 ACP and above is highly effective in eliminating the threat of violence from your attacker. Stay away from "mouse guns" - .22, .25, .32 are fun to shoot, but FBI data says they're not effective at stopping an attacker.
My $0.02 worth on the matter.