First and foremost... Find a gun that fits you well...

IF you plan to conceal carry you'll want a smaller firearm... If not... full size frames are easier to shoot all around.

My carry firearms are an S&W J frame ladysmith... all stainless, chambered for 357 mag. You won't enjoy shooting this thing too much.... For carry and sitting in the headboard it is fine... for every day use at the range.. even with 38's it isn't the most friendly thing in the world... The airweights and and airlites are 10X worse... My other carry gun is an S&W M&P 40c. I absolutely love this thing.... Unfortunately the 45c had not been released when I bought it... Otherwise I may have gone that route.

Lot of good small frame compacts, subcompacts and revolvers on the market these days from a lot of different manufacturers. Just get out there and handle a few, ask questions of both retailers and those who own and shoot them. Everyone has a favorite brand or model that they'll hype... But remember it may not be the firearm for you.