I started with a Kahr PM9 and would consider a Keltec PF9 as well. If you don't mind going a leeetle bit bigger, the M&P 9C feels great in the hand and the Springfield EMP is the same size. There's a good chance the 9C is going to be my next carry gun, and I'm also looking at the Kimber Ultra CDP in 45, though it comes in 9mm too.
Size is an issue for concealed carry to be sure. I also like to be able to reach the mag release with one hand without having to completely change my grip. However, having a gun that "feels good" in your hand is not terribly important, IMHO. I shoot better with guns that don't fit my hand so well. I own a Glock 19 that doesn't really fit my hand, but it's still my favorite. It doesn't get carried as much as I'd like because it's a little harder to conceal, but it is concealable and it's my favorite gun so far.
If you can go rent guns before buying or if you can try friends' guns, that would be the best. You can't tell how well you will shoot a gun by just holding it and seeing how it fits your hand. You can't tell how you're going to feel about the trigger either, that way.
As for how to carry it, I like to carry everything in a belly band at 12 o'clock and I love my Keltec P3AT as I can conceal it there even in the tiniest clingiest dresses. I wear it real low.
If I had no financial constraints, I'd own a PF9 (because it's tiny and I've had good luck with Keltec), the M&P 9C (because it's just a tad bigger than my old Kahr (recommended) and Taurus PT709 slim (not recommended)) and an Ultra CDP (because I've never owned a 1911 and I enjoy shooting them and it's the same size as the 9c).
I will most likely go for the 9c next, after shooting it. If you have your heart set on a gun that feels really good in your hand, you might just love it. I'm 5'1 with small hands and it does feel very good. If I find myself not carrying it often enough, I'll probably get a PF9.