I've carried an XD 40 sub compact, a Ruger Sp101 357mag w/ 2" and 3" barrels, and a Sig 239 9mm. I found them all to be to heavy to carry all day with out having to stop and pull my pants up; or tighten my belt so tight as to be uncomfortable. Each of these guns have performed flawlessly for me and during the winter when I can wear a coat I'll carry one if I'm not going to far or I'm out walking my dog and no one's around to watch me continuously pull my pants back up! There is a REASON police wear duty belts!
These are my favorite CCW weapons to date, primarily because they are light.
1) The Diamond Back DB380. This little pistol was almost invisible using a paddle holster and a slightly over-sized T-shirt last summer. However I found the gun was not 100% reliable and I sold it. What good is concealable pistol that won't go 'bang' 100% of the time? I'm toying with buying a used Ruger LCP for my vest pocket when riding my motorcycle.
2) The Ruger LCR 38Spl+P. This 5 shot revolver weighs just 13.5 ounces empty and is a breeze to carry with a quality pancake holster. The only drawback as I see it, is the 5 shot capacity and the kick this little gun produces when fired, even with 38spl NON+P loads. However IMHO "5 for sure" is no idle boast. I carry this revolver on a regular basis with a speed loader.
3) The Sig P232 380ACP. People dis the 380. But I like it, and have yet to have a volunteer stand in front of it to catch the bullets. "Shot placement is King, penetration is Queen and all the rest is dust in the wind." It's light RELIABLE and slim. The European magazine release took some getting used to but that doesn't seem like such a big deal - I got used to it with a little practice. I really like this little gun! And considering the short distances I would expect use it at I have no problems with this caliber. I carry an extra mag also.
I would however like any opinions on staggering the rounds (which I do) between hollow points and FMJ-Ball rounds. I have never had any Hornady FTX Critical Defense chamber with 100% reliability so I use Golden Sabers and FMJ to compensate for any penetration lack with HP ammo in a 380.
Everything is compromise - tit for tat, this for that...