Holsters really tend to be a personal choice thing.
FOR ME:
I don't like paddle holsters for anything but the range. For concealment they tend to stick out to far, and are tough to conceal (FOR ME).
OWB is very comfortable, but I never found a holster that made the gun feel like it wasn't flopping around.
I find that IWB is the most concealable, and still very comfortable. I like that the weapon is inside my pants (don't have to worry about flashing the muzzle accidently) and the belt is on the outside which tends to hold the weapon more still.
You also need to decide if you like leather or Kydex. I thought I liked Kydex a lot, but then I got a leather IWB, and now I own mainly leather holsters as concealment rigs. It's really a personal thing, and I find that leather just seems to be more comfortable for me. If you're serious about concealed carry you'll probably try two or three holsters before you find the one you like the best.
Here are some of the holsters I have, and like a lot:
Kydex:
Blade-Tech OWB w/ Stingray for USP Tactical (range only)
Comp-tac Pro Undercover IWB for Kahr MK9
Leather:
Josh Bulman PDL (IWB) for P7M8
Milt Sparks VM2 IWB for USPc
Lou Alessi Ankle for Kahr MK9
Bianchi Pro 100 for Kahr MK9 (cheap holster, but works great)
I also have a Tucker "The Answer" (combo of leather and kydex) IWB for Glock 22 which is very comfy.