Okay. Since this is for concealed carry, it is important to distinguish some differences between buying a pistol for a car-gun or house-gun, vs a concealed pistol.
Rule Number One of a gunfight is, "Have a gun." You never know when something may happen, so you want something you're going to be comfortable carrying almost everywhere.
This translates to size and weight. Bulk is also a factor, including the width of the slide of an auto or the cylinder of a revolver, regardless of the gun's other dimensions.
A lot of people swear by the Colt 1911 in .45, and properly tuned it is a fine weapon. However, it is OMG super-heavy for concealed carry.
Ditto most .357 revolvers, other than the titanium snubbies... but magnum rounds out of a snubby barrel are largely a waste.
Your best bets in a caliber that is adequate for self defense but doesn't come exclusively in mega-heavy oversized handguns, is 9mm or .38 special.
Yes, there are some pocket-size guns chambered for .40 or .45, but many of them have reliability issues, or are very expensive.
Glocks are great guns, and they are lite weight and easy to use... but most of them are a bit wide for EASY concealment. If you go with a Glock, I'd get a "single stack" (single stack magazine, lower ammo capacity) as much more concealable. I know they have a single-stack .45, I'm not sure if they have a single-stack 9mm yet.
See, unless you're a really dedicated packer, if it isn't convenient you probably won't carry it much...in which case you might not have it when you need it.
Another question is how you're going to carry. The concealed carry method of choice for the pros is a leather IWB (inside waistband) holster, with a double-thickness leather belt. You can carry and conceal a pretty substantial handgun in an IWB rig with the proper clothing. A single-stack Glock in 9mm or .45 would be good here.
Another option many people favor for convenience is the "pocket gun", often carried in an "inside the pocket holster" (the holster keeps the gun upright for easy draw and protects the pocket from wear). A Smith-n-Wesson .38 Airweight (J-frame, Model 656 IIRC, or something close to that) is considered "da chit dot com" for this kind of carry. Max height on a pocket gun is about 4" or so (from butt to rear sight), bigger won't come out of your pocket easily.
You could also go with a .32 or .380 auto, but those are really kind of wimpy calibers for serious self-defense.
If you buy a .25 auto, do not tell me cuz I'll have to cuss you out...they suck, I'd rather throw rocks. 25 is a pimp pistol.
A company called Kahr makes some pocket-size pistols in 9mm and .40 for a reasonable price. I have one and mine is great... I have heard some complaints about people getting lemons in their polymer line.
Quality...if you buy quality, you cry once (when you pay), instead of crying when you pull the trigger and hear click instead of bang.
So in brief, a Glock compact in 9mm or the .45 single-stack in an IWB, or a Smith Airweight .38sp snubbie in a pocket holster.
Don't scrimp on the holster either, buy quality. I like Kramer myself. Be prepared to pay $50-120 and smile while you're doing it...you'll be glad later because quality holsters equal comfort and reliable draw.
G.