My favorite is my Ruger Police Service Six stainless 2 1/2" .357 mag. (doesn't leave casings laying around and never jams), then I'd have to say my Beretta 9000s in .40 very small gun.
I recently upgraded to a HK USP Compact 9mm from a XD9sc. The HK is a little bigger, but I shoot it lots better. And in the end, which is going to count more, comfort or accuracy?
I live in Illinois so I cannot carry. When I am at my farm (mostly wooded) I always carry. I open carry a Glock 22 (especially during mushroom season). I had to run off someone last year. If I want to plink, I will open carry a Ruger 22LR. While there, I always have a Beretta 21A-22LR in my pocket loaded with hollow points. The Beretta is a "just OK" Saturday night special gun. It requires hollow points to be trustworthy.
I acquired my UT carry license last year. In anticipation, I picked up a Taurus PT140 Pro that a LEO had traded for a Kimber BUG. So when I travel, and it is legal, I will either have the Taurus or a Glock 22.