Several others have mentioned the benefits of a concealed handgun (Keeping it hide avoids drawing attention and gives you the element of surprise), however if that option isn't legally open to you there are a number of good shotgun choices that aren't impossible to conceal. If I remember correctly Mossberg (my prefered shotgun maker) makes a nice tactical 20gauge with an 18.5" barrel, pitol grip, and a large magazine. Obviously it doesn't have quite the power of a 12gauge, but it is easier to control.

As always though, practice practice practice! Work on your draw from whatever is hiding it (jacket, gym bag, violin case).

-Blast