A big part of concealed firearm choice is how you plan to dress. Do you wear suits all the time? Or overshirts? Then you could consider OWB carry (outside waistband). This is the typical "holster on your belt". You need a cover garment that hides the holster.
If you're less formal, slacks and dress shirt let's say, then you might want to consider IWB (inside waistband). Sometimes you still need an cover garment since the butt of the firearm sticks up above your belt. They have "tuckable" IWB holsters where you can tuck your shirt in over the firearm. Depending on your size, IWB may not be comfortable though (too big or too small people seem to have the most problems). You may have to step down a little in the size of firearm that you can carry IWB. Maybe, maybe not.
If you're more like me, T-shirt, jeans, cargo pants, etc. - you might want to consider inside pocket carry. This is a deeper concealment than IWB or OWB, but it limits the size of firearm you can choose. Some people say they can carry a 1911 model .45 in their pocket. Yeah, right. Remember that "fitting in your pocket" does not mean you can "get it out of your pocket" in an easy manner. Nor does it do much good in the concealment area if your pants are stretched so tight over the firearm that you can read the serial number off the shape that prints through your pants material. Jeans are tough to pocket conceal all but the smallest semi-autos, but a looser pair of pants can accommodate a small 9mm if you shop around for a size/style that works. A J-frame revolver (i.e., 5 shot) may be pocket concealable for some folks, but I personally think it's too fat. If you're one of those young folks that wear the saggy-baggies, you could probably hide a canon in there. Most adults don't want the weight of a large firearm pulling their pants off their butts, but if your pants are already like that, more power to you.
Even deeper concealment can be had with the pouches that hang around your waist in the groin area, under your pants. But I'm not sure I like the idea of Mr. Happy And The Boys sharing the same space with a handgun. Normal bodily functions might be tougher to pull off than usual.
So, before you go out an buy "a handgun greater than .22 caliber" for your CCW class just to have a handgun, lots of things need to be considered. I would suggest borrowing a firearm for your class and then research, investigate, and think about your concealed carry needs before actually purchasing.
You may get more info on a firearms specific site than this one (but no reason NOT to ask here - lot's of knowledgeable people available).