In the winter months I've been carrying my duty pistol, a glock 17. Heavy clothes it's easy to cover. For a true CCW pistol I'd look at the glock 42 or 43. The springfield XDS, the M&P shield, the SIG P320 is an interesting platform... I have no experience with it but I believe it would be worth you looking in to.
Your best bet is to pick several reliable make/models then go to a big store and hold all of them, see what feels best. Then buy it, and shoot it until you are able to use it under the worst/most stressful situations.
-Jake