I have a Taurus .38 special, 5 shot snub nosed revolver that I carry. The .38 special is probably one of the most popular CCW's out there even though you don't hear much hype about them.

Boththe standard .38 and the +P are great, but if you get one that isn't "+P" (like mine) you have to be carefull about which ammo you buy for it. A 357 magnum would be great too because you could shoot .38 special ammo in it as well as 357 mag ammo.