Lots of variables to consider.
I have a Glock 19 in 9mm. It's a compact, I can carry it easily, and the ammo is cheap enough to where I practice constantly with it. For carry I use Speer Gold Dot 124 grain +P ammo.
I also have a 5 shot S&W J-Frame that I carry during the summer in a pocket holster. It has some wicked recoil after a while at the range, but with some practice it's a nice, accurate carry piece. Again, Speer Gold Dot Short Barrel ammunition.
If I were going to add another to the collection I'd probably get either a Glock 26 (Sub-Compact 9mm), Glock 27 (Sub-Compact .40 S&W), or the Parkerized Springfield Mil-Spec 1911 with the flared and lowered ejection port...just because everyone should have a 1911 for the heck of it. And that's coming from a die hard Glock fan.