If you are looking at pocket or ankle carry, then you do have to think small. Even generously cut pockets need small guns and small pocket holsters. I usually stick to small revolvers for pocket carry, as they have less square edges to "print" (show through your pocket). I can get away with a compact Glock if the pockets are big, but I can still see the edges. It is rare, however, that my pocket gun is my main armament. Pockets are best for back-up guns. Ankle holsters require really loose legs on your pants. Jeans are not very compatible, unless they are the full, boot cut style. Again, revolvers seem to work best here, or the smallest of the autos. If you are not used to it, weight on your ankle can cause problems. If you carry an ankle back-up on duty, you may want to continue that off-duty. But a mini Glock is about as big as you will want to go, even though I have seen some who carry mid-sized autos.
Another choice is a belly band. If you get used to them, they can almost make a gun disappear under any clothing. They are a little slower to access the gun, but if concealment is your absolute most important goal, they are an excellent choice. I know people who carry full-sized Glocks every day in belly bands and no one ever figures it out. We demo that to amaze and impress our students. But seriously, you just have to make a few adjustments to your carry methods and wardrobe to open up more choices in your carry gun. Keep an eye out for the soon to be released "Gun Digest Book of Concealed Carry" by my friend and colleague Massad Ayoob. I have seen it, because I wrote the Foreword for it. It comprehensively covers the guns, gear and techniques in much more detail than I can here. It should be available from your favorite bookseller sometime this fall.
There are a lot of choices with all of the excellent firearms and gear available today. When someone asks which is best, my answer is always the same: the best gun is the one you have with you when you need it. And it needs to be one you can count on.