As someone who has shot guns for over 40 years and bought just about every popular mouse gun in the last 3 years, some more than once, I think I can provide an informed opinion which we all know is much better than an uniformed one such as those posted about guns the poster never owned.
LCP - good for what it is. Small, lightweight, very easy to conceal and gives you no reason not to carry it. The bad part is the lack of decent sights which limits the gun to shorter distances than others. Sure if I could shoot at my own pace I can hit those targets 15 - 25 yards away but gunfights do not happen that way. The other negative is that the gun demands a rock solid grip or it jams. I have arthritis and on any given day my grip can vary. Long trigger pull is also a problem with a lot of the older people at my range.
Sig P238. Everyone that I had this gun to can shoot it very well, even at distances more than 7 yards. The sights are spot on, the gun has more weight to it to absorb the recoil, the trigger is SA and it has a manual safety which for some reason scares people rather than makes them feel more safe. Too many people who never shot this gun assume that because it has a SA trigger, it is a very light trigger. Wrong. The trigger pull is about 8 lbs so that combined with a manual safety make it a very safe gun, safer than any Glock I owned. Plus you can rack the slide with the safety one to eject or load a round. Cannot do that with many guns. Very accurate gun and unlike the LCP, it can shoot +p or hot loads all day long. With hot Corbon ammo I get about 11.5" of penetration in ballistic gel after going through 4 layers of denim
LC9, M&P Shield and similiar. All are too big for pocket carry in regular pants and I mostly pocket carry and buy pants with bigger pockets and they are still too big. Nice belt guns though. The LC9 has a trigger that you practically have to pull back until it touches the rear of the trigger guard and is very thin which makes accuracy dependent on a lot of training and most people I know do not train much at all. The Shield was the best of the lot for me.
Kahrs - Best value in a pocket gun is the CM9. Small and lightweight. Great trigger and carriers well in your pocket. I also owned the PM9 but the CM9 is much cheaper and good enough for personal protection. Did not notice any differences in accuracy between the two. The P9 and CW9, like the LC9 and Shield, do fit in a pocket but they fill it up too much. The CM9 is a true pocket pistol.
Snub noses. The LCR 38+p is the one I kept after buying several S&W's. Best snubbie trigger out of the box bar none but S&W fan boys will tell you otherwise because they are used to the the S&W trigger. Heck, I have owned and shot S&W and Colt guns for 42 years and objectively find the LCR trigger to be the best. Good price to performance ratio and the round shape is more natural than the sharp edges of a semi auto so although it may bulge a little more in the pocket (mine doesn't), it is a natural rounded shape which keeps the grip away from you body making it naturally fit your hand when you reach into your pocket. Only 5 rounds but in my two civilian encounters it was more than enough. Unless you plan on shooting it out with several armed people, a snub nose is a good choice for personal protection for those of us who rather run to safety than stay and fight it out. However, not for the casual shooting or those who seek lighter triggers in order to shoot better. I can put 3 out of 5 into the head of a target at 25 yards shooting one shot per second. It surprises those who never carried a snub nose but read about it and think it is just a belly gun. Put one in a ransom rest and be surprised on how accurate the gun is. The shooter is the problem.
Sig P938. Just a quarter of an inch longer than the P238 and a tiny bit in other dimensions but not enough so that it does not fit in just about every holster made for the P238. With the Hogue Rubber wrap around grips it is very accurate and I spent Friday reminding myself of that by putting my target at 25 yards and hitting every time, some even in the 10 ring. Like its .380 little brother, it has excellent night sights making target acquisition a breeze. Fits great in the pocket in a Mika pocket holster and conceals well under a Tee shirt in an IWB holster as I wore it today since I was going to be sitting down in the car for most of the day. With the extended magazine I get 7 +1 and always carry a spare mag for a total of 14 rounds. Quite frankly, unlike the movies, while you are shooting one person, odds are you will get shot by his friends as they are all focused on one of one persons while you have to deal with more than one.
I have also carried NAA mini revolvers, Bond Arms derringers, Seecamp 32, PF9, Sig P232 and many more. The Seecamp has no sights so it is in effect a belly gun and ammo fussy plus a pain to disassemble. The LCP is lighter and has sights. The mini revolvers in .22 magnum are guns that can be on your all the time but very slow to load, even the new Sidewinder that they are selling now. A good emergency gun but I would never carry it as a primary. Sure you can be accurate with it but try that when you cannot control the amount of time it takes to shoot and you will find it not practical beyond 3 yards. While fun, the Bond Derringers are very heavy with very heavy triggers and only two shots. Play with them but they are not EDC carry guns. They weigh more than any of my carry guns. The Walther PPK is heavy and not really a pocket gun plus the new versions are not as reliable as the one I owned in the 70's. I have owned .25 and .22 semi autos, none of which I would say are reliable enough to carry.
My recommendation to new shooters who want a pocket gun are the CM9, which before the current panic buying, could be had online for $369, Sig P939 if they have the money and prefer a 1911 style gun, a Ruger .38 spl LCR or even the .22 magnum version if they are very recoil sensitive. However most end up buying the LCP and then complaining about how difficult it is to shoot. On several occasions I have been asked to check their guns to make sure the sights are not crooked. One shot to the bullseye at 7 yards, a wink and advice to practice more is enough to convince them where the problem lays. Another problem are those that get the LCR and cannot shoot it due to the heavier trigger pull and unwillingness to spend the time to learn. I let people use my LCR and if they show an affinity to it I will recommend it to them but for most they want lasers and light triggers to make up for lack of skill. In the end, most end up buying what is the cheapest which puzzles me. How little they value their life I think. One such person told me why spend the money on a gun they are probably never going to use. I agreed and told them that if that is how they feel, why even inconvenience themselves by carrying any gun at all. Most do not anyway as they use fear based logic to determine when they need a gun. If they go somewhere or are in a situation that frightens them, that is when they carry a gun.
Those of us who like mouse guns because life is too short to go through it in discomfort to prove our manhood and we do not feel that life is as dangerous as some would like us to think. One thing I have notices over my lifetime is that those who laugh at my mouse guns never seem to have their guns with them while I do. My snub nose has scared off 3 attackers in one instance and a person about to rob a store in another. It really is true that no one wants to be shot to see how much money is in your wallet of the register. And over 42 years I have found that the PCP addict who will not stop regardless which gun shoots him, to be as elusive as Big Foot. Most addicts I have run into were easy to deal with without a gun. So many post about drug addicts by people who probably never met one.