What's the best caliber for concealed carry? We hate to say "it depends," but here's the crux of the matter: It depends. Most defensive experts consider the .380 to be the smallest effective cartridge for personal defense, but the fact is that many people do effectively use guns chambered for smaller calibers. (The NRA's Armed Citizen archives are proof of this.) The general rule of thumb is that you should carry a firearm capable of shooting the largest caliber that you can effectively manage in a gun of the size you've chosen to carry.
Does this mean that you should select the type of gun you'd like before you choose which caliber you'd prefer? We hate to say "sometimes," but that's also the answer. When it comes to CCW, the smaller the firearm, the easier it will be to conceal. When it comes to shooting, the smaller the firearm, the more recoil you will feel. The general rule of thumb here is that the small, easily concealed gun you have on you is always better than the large, heavy, comfortable-to-shoot gun you left at home.
If you're a first-time gun owner trying to figure out what kind of gun you would like to use for concealed carry, the choices can be a bit overwhelming. Will you carry on-body for extra gun retention, or off-body so you don't have to worry about the gun's size as much? Will you be doing a lot of strenuous activity, or will you spend most of your time seated? What gun can you reasonably conceal, and what gun can you reasonably practice with? In this terrific video from Winchester, competitive shooter, brand ambassador and NRAWomen.com columnist Becky Yackley and friends walk you through some of the first considerations, and give you some pointers on where to start.