I'm a former LEO and current Concealed Weapons Instructor, so I will throw my opinion in here from a "I have carried a firearm for the last 18 years" point of view. As some have said the LC9 or LCP are both good concealed pistols (I own each) with the LCP being a true pocket gun. Although the LCP is a easy gun to hide regardless of clothing worn, I personally would recommend the LC9 or a Sig 239 (my personal carry choice 90% of the time), or a 1911, carried in a Inside the Waist Band (IWB) holster. Using an IWB holster with a T-Shirt will easily conceal a larger gun, and while a LCP will get it done, I'm of the opinion if you are going to carry, carry the largest caliber (with in reason, 9mm, .40S&W, 357Sig, 45acp, or 38, 357 wheel guns) you can comfortably conceal and shoot well. I am new to Vulcans but have ridden street for 24 years, carrying a pistol for 18 years. Colder weather, a shoulder holster with a sweat shirt or jacket over it, or warmer weather an IWB. There are many IWB holsters that even allow you to tuck in you shirt, so the wind won't blow it up and expose your gun.
Also, I carried a full size Glock and compact Glock in 40S&W (Models 22 & 27 respectively) on duty as a LEO and still carry them in the manners above. I guess what I'm saying is that if you find a pistol/ revolver you like and shoot well, you can carry it regardless of size (again with in reason) if you use the right methods.
As for the carry or not carry, the old 'cliche' "I'd rather have it with me and never need it than need it and not have it with me......" Unlike a previous poster here, I personally have been involved in many cases where a gun legally possessed or carried by a civilian saved them, some by the use of it, some by the legitimate threat of using it but fortunately not having too.
If you get a firearm, practice shooting a lot, pick a carry style or two and use only those, and practice drawing and firing with snap caps, and then at a range (only certain ones are made for and allow this) or safe shooting area drawing and firing. Why just a couple carry methods? Well if you carry your gun in a different way all he time you don't want to have to think "where is my gun today", also it is best to limit and get good at a just couple carry locations on your body, cause when the SHTF if you practice drawing you will revert into that training.
Lastly get your Concealed Carry Permit/License and be aware as someone said earlier, some states recognize other states license, some don't, this should be covered in your Concealed Carry training class, but if your are traveling out of state be sure you know whether you are legal to carry where you are going. Also each state's carry laws differ, so make sure that not only your concealed carry license is good in the state(s) you go, but you also follow that state's law while you are there. For example, in some states you can carry in a restaurant that serves alcohol (but you can't go to he bar section), but in other states you can't go into any establishment that serves alcohol. In some states you have to inform LE you are carrying immediately if stopped (speeding, running a stop sign, etc), while some states you don't have to inform during a stop unless asked. In short there is a lot of responsibility to carrying a concealed weapon, so do it right if you are going to and stay legal.
Hope hat helps a little and I didn't ramble to bad.....