I love my walther PPS, but it is a little too big for a pocket pistol at least in my opinion. Very easy to conceal with a tuckable IWB holster. I just got my Dan Bullard holster (after a 6 month wait - he stays pretty backed up!), and it is an excellent holster.
Ruger just came out with a really small 9mm; the LC9. I haven't heard much in the way of reviews yet, but it is supposed to be marginally bigger than the LCP, P380, etc.
I just picked up a Taurus TCP with a black stainless slide. I've been looking at the LCP, Kel-tec P3-AT, and P380, and then handled a TCP last week. I really didn't like the LCP or Kel-tec, I really liked the P380 but not so much the price tag. I took a chance on the TCP, knowing the Taurus reputation, because it just felt "right" in my hand and seemed to be a sturdy little pistol. It seems the story with the TCP is that you either get one that runs great right out of the box, or you get a dud that has bad issues with FTEs / FTFs. It seems I got a good one - I put 50 FMJ rounds and a clip of Hornady Critical Defense hollow points through it yesterday without a hiccup (I'll need to put another couple of hundred trouble free rounds through it before I'm fully convinced, though), and it actually is not bad to shoot (some little 380's are not very pleasant to do a range session with). Mine is a "B" (the last digit of the serial number) series - I have heard that problems are more common with the "A" series.
Anyway, just another one to consider if you are looking to go really small, for less than $300.