Make certain that your hand fits the handle. I can't use the compact Sigs since they position the magazine release where my thumb rests as I hold it. I tend to release the magazine when I fire these guns.
I use the Sig 2022, 9mm. I have large hands and this and the Glock 23 are the smallest I can handle. Both can be concealed (barely) but you go with what you can handle comfortably.