For price and ease of concealment look at some .38 snubbies, although you will be limited to 5 or 6 rounds. Great guns though, there is a reason they are still probably the most popular backup among weapon cops. Great reliability too, probably the only thing I'd carry in ankle holster where accumulating lint and hair get all over the gun.
If a wheel gun ain't your thing or you def want higher ammo capacity, look at some Bersas and Berettas in 9mm (I'd pass on the .380 if I were you) on the lower price end. Keltec makes a nice thin 9mm, I know lots of people that carry and love them. Stay away from +P ammo tho. Glock, Kahr, and Springfield all make great smaller models that will serve you well. I've heard excellent things about the new XDS, going to investigate it myself soon.
I wouldn't bother with the derringer style "mouse guns," at least not for your primary piece.
Whatever you do go rent and try before you buy. Don't buy something and find out later you can't stand the trigger, or needs tweaks to carry comfortably. Also keep in mind that if you intend to carry one piece in all seasons that will limit your choices.