Walther makes an awesome .22 cal concealable handgun, as does Sig Sauer. You can get a .40 cal walther thats the same size as the 22 and packs a hell of a lot more power, a .22 is great if you get mugged by a chick with one leg and an eyepatch and a really crappy knife.
I have a Glock model 22C (full sized police issue .40 S&W) and I can hide it a lot of places, the 23 and i believe 27 is the even smaller baby glock models in the .40 but they make a 9mm version and a .357 sig version also.
Smith & Wesson makes good handguns, Glock's are awesome, some complain of the grip and those people tend to be pussies, I have small ahnds and I fire my Model 22 for qualification and fire 520 and higher scores every time, came near 600 several times, just be sure whatever you buy has good sights, and you learn to fire it properly, load it properly, clean it properly and learn what to do if it jams or otherwise fails because combat shooting is NOT target shooting.
My personal reccomendations for you:
1. Glock (any caliber you want doesn't really matter, they make medium full and even small 'baby glock sizes').
2. Walther (they make 9mm, .22, and .40 cal in good packages and still reliable and relatively inexpensive.) You may look at the P22 or PPK or PPS.
3. Sig Sauer (these are a bit more expensive, unless its the .22 itsl ike 350 in most stores, may even find it cheaper.)
I also own a Beretta m92f 9mm and it's a good gun too but its not as easy to conceal, and it isnt as reliable as the glock has proven itself. There are tons of brands but I stick with what works, a lot of people like guns for the looks, cool factor, or some bullshit brand loyalty. The point is get something you feel comfortable shooting ,carrying and cleaning nothing else really matters, don't go cheap on a firearm and dont buy something your unsure on, GOOD LUCK!!!!