#1 - Pick a firearm that fits your hand and is comfortable to you. A poorly fitting firearm is much like poorly fitting underwear, uncomfortable and irritating. The 9mm double stack compacts on the market today are excellent choices as they give you a balance between concealability and magazine capacity. Today's 9mm ammunition choices such as the Federal HST, Winchester Ranger/PDX1, Speer Gold Dot loads in 124 +P & 147 gr as well as the Corbon DPX loads offer excellent terminal ballistics, so caliber isn't the factor it was a few decades ago. As long as you carry the right ammo
#2 - Pick a QUALITY Holster. A holster is not the place to cheap out. A good holster is going to set you back about $100. Stay away from the production holsters like Galco and Don Hume etc...... think Milt Sparks, Kramer, TT Gun Leather. You can find lots of QUALITY holster makers through Google, just do a little research.
#3 -
BUY A GUNBELT Yes you need a QUALITY belt specifically designed to be stiff enough to carry the load of your firearm. A quality Holster and Gunbelt will make carrying a concealed firearm a much more comfortable and comforting experience, which will result in you actually carrying your firearm instead of it sitting at home on top of the refrigerator.
As to picking a compact 9mm try looking at the S&W M&P 9/9c, Glock 19/26 and the Springfield XDM 9/9C
My wife went with the M&P 9c
A
Beltman belt and a SGB Holster
I on the other hand am an OLD fart set in my ways from decades of old habit and I'm still packing a 5" 1911 every day.