If you want to fill all of your wants in a single gun then the only option is a revolver in .357 mag or 41, or 44 magnum if you can handle the added recoil. Remember that you can always hit the range with 38spl. A Smith and Wesson model 60, 686... Ruger SP101 or GP100... or one of the many small and concealable revolvers that Taurus makes would make excelent choices. All of these small compact revolvers will have small grips so finding one that will fit your hand shouldn't be any problem at all.

With few exceptions if it's an auto I would not rely on it against an angry bear or any other wild animal capeable of eating you. There just isn't enough firepower there to stop a large predator before it gets to you. The exceptions to this one rule would be a 44 auto mag, Desert Eagle, etc... but then they are going to be way too big to pack around and conceal.