I'll chip in my 2¢ here, like most every one else has said...before you buy a gun for self defence handle a bunch of them. See how they feel to you. Shooting them is even better, but you may be able to whittle down your choices simply by handling one in a shop first.
Get some one on one training. Experience is priceless and can not be replaced by gee-gaws, gadgets or mall-ninja goodness.
Smaller and lighter normally translates to easier carry, but harder to control. More pronounced the higher up the power of the pistol. Bigger and heavier normally translates to harder to conceal and more of a "burden" to carry. It also normally means easier to control and make the shot count. And the follow up shot(s) if needed.
Only you will be able to decide what balance works best for you.
What caliber is best? Everybody has a favorite, looking at what the police carry is a good benchmark...
Personally I love the 40 smith and wesson round. Or 10mm short if you want to look at it from another angle. 38 special, .357 mag, .357 sig. .45....all will do the job if you do yours. Find a caliber that you are comfortable shooting. Use good self defence ammunition. Just like the police do. I like golden sabers and winchester's sxt.
Don't skimp on the leather! A good holster and belt is paramount to "comfortably" carrying a handgun all day. A good leather belt, designed for handgun carry or a wilderness instructors belt is the way to go. Doesn't matter what the holster is made of, kydex, concealex, cow leather, horse leather etc... so long as it holds the gun securely and presents the firearm for a good draw. You have to decide how you are going to carry. Inside the waistband, strong side, weak side/cross draw, shoulder, ankle, small of back.... then work from there
One thing that hasn't been mentioned which I will do now. Once you have the firearm, belt and holster - practice. WITH AN EMPTY GUN!!! No clip. No bullets. If you can afford it get a dummy barrel the can not chamber a live round and replace your working barrel with it. Practice drawing your firearm as well as reholstering it. Practice makes perfect. Always remember "slow is fast and fast is slow"

-Bill Liptak