My personal carry weapon is a Smith & Wesson M&P Shield 9mm and I absolutely love it.
It's quite thin, being a single stack, which makes it easier and more comfortable to carry but it doesn't "feel" thin in your hand when you're shooting it. You can spend an hour at the range practicing with it without killing your hand. And, for me, the dimensions seem perfect for carrying. I'm a pretty big guy so imprinting is always a thing for me but I can comfortably carry this IWB (Inside Waist-Band), which tends to be more uncomfortable for anyone who isn't fairly skinny. My preferred carry method, though, is
this concealed carry undershirt. Wearing it, I sometimes forget that I'm carrying and my wife has often failed to notice that I'm carrying until she puts her arm around me.
As for ammo, I use the Hornady Critical Defense variety. The FBI-type gel tests on it are amazing. I saw someone mention the Critical Duty version, which is a version of the Critical Defense ammo designed for duty, e.g. police, use. Basically, it's the same ammo "tech" but the Duty version is designed to have less penetration which can sometimes result in under-penetration. For duty officers, that's preferable to potential over-penetration since you don't want to shoot through the perp into someone behind them and are willing to possibly require an extra shot or two in exchange for that extra level of safety. For personal protection, though, I would rather risk the bullet passing all the way through the attacker with significant velocity if nothing but soft tissue is hit - knowing that the bullet will still expand and do as much or more damage than your basic, range-class FMJ - so than any center mass hit is most likely going to drop the attacker.