I have a Glock 19 which I do CCW as well as a Ruger SP-101, but most of the time, I find my Ruger LCP in my pocket (in a pocket holster).
Of the three, the LCP is the smallest, most comfortable to carry, but it sucks at the range... I absolutely HATE the long, long, long (wait for it), LONG trigger pull.
Though all of the above do work well for CCW (depending on what clothes you're wearing), I'm still looking for what I consider the "best" for me. I want something as small an light as the LCP, but without the long trigger, and something in at least 9mm. I recently saw a pistol in my NRA magazine that I'll be looking into... It was a "slim" 9mm with two mag configurations (I think it was an XD), one short one holding 13, the other was longer giving 19 rounds total. When I get a chance I'll post the model and manufacture for you.
ON EDIT: The gun I refer to above is the new Taurus 709 slim. I don't have much experience with Taurus, but it's worth a look when I find one to handle. The one I was thinking of above is actually the new XD(M) 3.8 from Springfield A.. I'd like to handle one of those also.