I work in a bad neighborhood, and generally prefer to carry a larger gun with high capacity magazine. I carry a H&K USP .45ACP Comptact Tactical.
(this without the light on it:
http://en.wikipedia.org/wiki/File:HK_USP-CT.jpg )
It's still a fairly big gun, and I've tried a lot of holsters to carry it comfortably and found this to be the best:
http://thunderwear.com/
You basically wear it over your underwear, and then pants over that. It rests the weight of the gun over your hips, so you don't feel like your carrying a big gun. But, I wear baggy shorts and a big t-shirt to work (we are allowed to have firearms), so, I can get away with a bit larger of a gun without it showing.
Another thing I like about these type of holsters is being able to grab it while seated in the car.
Go with at least a 9mm. If someone is on drugs you need to physically disable them, not just cause pain (because they may not feel it initially). A .22 someone hopped up can keep going.
When I wear dress clothing or suits, I generally carry a Smith & Wesson J frame little wheel gun. It fires .38 or 357 and it fits in my pocket without showing through it's shape.
Hope that helps!