Walther PPS in 9mm. It's as thin as you'll find. Makes for a comfortable carry. And more accurate than its small size would suggest.
+1 on the 442. I forgot to mention when I'm not carrying my Bodyguard in .380 I carry my S&W 642 (same as 442 except in stainless). If I could only have one gun, it would be the 642. If you are looking for something different, then take a look at any of the snub nose J frame Wessons. The only reason I usually carry the Bodyguard is because its lighter and thinner so easier to carry. But, you cant beat the reliability of a revolver, no safety, no slide, no worrying if you've got one in the chamber; pull the trigger and bang every time. .38 special round isn't too bad either.
Walther PPS in 9mm. It's as thin as you'll find. Makes for a comfortable carry. And more accurate than its small size would suggest.
Rafael... if you're going to post a poll with "other" as one of the options, you are going to get the entire inventory listing of Davidson's
Of course, you left the door wide open saying that caliber is not a big deal, but it would be helpful if you could indicate a few things to help us avoid just giving you "my favorite"
Price range
Thickness (single/double stack)
Preferred caliber
Semi-auto or revolver (I'm assuming you prefer SA, but there are some great CC pieces if you are comfortable with only 5 rounds).
Unless we know what to shoot for, you're going to get 40 different gun recommendations from 30 people
Personally, I like the G26, in your poll I voted for the XD, but I have no experience with the Shield.