And check the law in your area - you may need to take a Concealed Weapon class to be able to carry a gun in your area. In Arizona you can carry a weapon on your hip or in the open, but not concealed, without any special classes.
And as mentioned before, you should be VERY comfortable with any weapon you chose. I have taken many classes over the years and can even field strip and clean my own gun. I shoot enough to also do my own reloading. It is much better NOT to carry one if you don't feel absolutely confident. As an instructor once told me, "never point I gun you don't intend to shoot".