I carry two guns almost every day. I carry a NAA Pug .22Magnum revolver in my pocket in a pocket holster every day. It is a last resort gun, but I would rather have a last resort gun and not need it than to need it and not have it. I also carry either, a Glock 26, a Beretta 92FS, or Ruger LC9 with Crimson Trace Laser. I can carry the Glock or the Ruger in a IWB holster, OWB holster or Ankle holster. I have never been a revolver fan, but I have a S&W .38 snubby that never leaves the safe.
Ultimately, carry what feels right for you. There are pros and cons to both sides of the argument, but in the end, it really depends on what you can realistically conceal, feels comfortable in your hand, and what you can reliably shoot and hit your target.
Most defensive shootings will happen within a distance of 21 feet or less. Basically, if you can hit the target by throwing the gun at it, then you should be able to hit it by shooting it. Take a defensive shooting class. It is worth the $100 you will spend on it. Whatever you choose to carry, make sure you have the right mindset, carry responsibly, and remember that safety is always the first priority.