I would certainly go .45acp if that suits you. I don't like what Glock offers in compact .45 and just hate the subcompacts overall. I have a S&W M&P .45 compact. I flippin love it. 8+1 capacity, 4" barrel and in my small-med sized hands, I have a full grip w/out the extended magazine. Yes, I'm a bit biased...but I love the M&P series. Worth checking out...
Get a Glock 30 SF. 10+1 45 ACP, can also take Glock 21 mags for higher cap. It's Very concealable. Plus, it's a Glock, the last gun you will ever NEED to buy; you still may want others.