My original carry gun was my Makarov. It is an inexpensive, accurate, very concealable weapon. Great for personal defense, but a bit of a bear for competition shooting. I still love it, and still sometimes carry it. Right now it is mostly my bed gun.
Usually now I have my XD subcompact (9mm) with me, with a Beretta Tomcat for back up. Both are sweet shooters and I love them.
My duty weapon is a Sig P226. I LOVE it! (I am a big Sig fan) but it is a little big for me to conceal it well. No way in hell could I conceal it in summer clothes.
SigZiggy gave a wonderful piece of advice... go to a range that has rentals. (Make sure you have a knowledgeable, experienced person with you.) What one person swears by might not be a viable option for you. (I was SURE I wanted a Glock, and ended up deciding that I hate them. I can't shoot a Glock for crap. I'm glad I found that out before I bought one!) Fondle all of them, and rent the ones that feel good in your hand. Try them out, and you'll know what is the best choice for you! Shoot them, practice with the mag release, take them apart... the more familiar you make yourself with each one, the better able you will be to make a good choice for YOU.
Once you decide on a gun, take a class. A women's shooting clinic is a good way to begin. Women on Target (Women of the NRA) offers a great clinic, with instruction on revolvers, pistols and rifles, in a comfortable, non-threatening atmosphere, perfect for the beginning woman shooter. Then take a class and get your CHL. And practice, practice, practice!!!