Carry the largest caliber that you can shoot accurately.
If you have narrowed it down to 9mm or 380, I would go with the 9. With "pocket pistols" being what they are now the size difference is negligible. I have a Kel-Tec PF9, conceals easily and shoot great. Can be hard on the hands shooting 9mm out of such a light and small frame pistol. Not something I will shoot 100rnds out of at a time. I paid around 280 (fees, tax, extra mag). I would also look into Kahr Arms, Berreta Nano, or S&W shield.