As I stated in another thread, I do carry a Taurus TCP 738 when jogging and on hot/humid days. IWB holster at 4 o'clock. It has an awesome DAO trigger and the slide locks back after the last round. I got it for $200 at Gander Mountain ($230 price - $30 rebate). It came with only one magazine! Taurus is shipping this gun now with two magazines and its price tag is $330. Additional magazines are hard to come by. A review can be found here:
Gun Review: Taurus 738 TCP | The Truth About Guns
I did add a Crimson Trace CTC Laserguard, a Pearce Grip Extension, and a Pachmayr Handgun Grip. The pinky extension really helps to get a good grip when drawing and helps to avoid limp wristing. The Handgun Grip allows for a more firm and secure grip while shooting. For jogging I am using a Rangemaxx Inside the Pants Handgun Holster designed for small 380 pistols with a Laserguard. I removed the Velcro retention strap. For hot weather I use a CrossBreed MiniTuck holster. The factory sights are pretty useless, so I added Nite Siters:
Painted sights on 738
The Taurus TCP 738 is also notorious for having machine marks on the feed ramp and other parts, which lead to feeding problems. I spent a few hours on detail stripping the gun, sanding off any machine marks (with 400 grit sand paper), using a Dremel (polishing wheel and polishing compound) to polish the surfaces, thoroughly cleaning all parts, oiling very few parts, and putting the gun back together. I polished the feed ramp, the cocking rail, the hammer, the breech face, and the outside of the barrel. Some information about this can be found here:
TCP 738 reliability enhancements . I also stoned some of the edges on the slide, the extractor, and the loaded chamber indicator to ease feeding, extraction, and ejection.
I don't carry it in the pocket for jogging as the gun bounces around too much. For hot/humid days, I was planning to carry it in the pocket of my shorts, but not without a holster that permits me to draw the gun quickly and securely. I tried out a bunch by buying them at local stores and returning them. Instead, I ordered a Front Pocket Holster from Alabama Holster & Gun Company on August 31 (based on the recommendation of Hickok45 in one of his videos). The holster should arrive soon, just in time when I just stopped wearing shorts this year.
I am looking into buying a smaller 9mm, but not for pocket carry. Since I already have a Glock 19, I will probably go with a Glock 26.