Here in NY where the CCW laws depend on the county you reside in (and of course all bets are off in Westchester county and NYC), I choose the glock 26. I load it with the federal Hydra shocks and rest comfortably knowing that within the distances that a self defence situation might occur, I am certain that it will not be my weapon and its projectile that fail to resolve an issue.
Sorry about the long (possibly run on) sentence.
Regarding the way in which I carry: Well I have a pancake from Uncle Mikes that is the leather type, and the ever popular ankle holster from Blackhawk. Depending on my costume for the day I switch back and forth.
Oh and while we are talking CCW's. Lets not over look a real option. My Baretta 21A. Yes it is .22cal. No, it is not a hand cannon. However, don't kid yourself about the usefulness of a .22cal hollow point at say 10 feet, which is statistically the outerlimit of your self defense situation. Most cops will agree that the, VERY EASILY concealed .22, is one of the most feared personal weapons.
I guess what I am saying is, flexibility in your weapon, calibre and carry options are actually your best defense.
But then who am I to say.