One thing to remember, a smaller gun is typically harder to master and it will take a lot of practice. Conceal carry is a trade off in many ways and the size of the gun is one of them. I'm a firm believer that you carry as big of a gun, within reason, that you can carry. A duty size weapon is easier to shoot than a micro. I have moved up from a sub-compact to a duty size over the last few years. Granted, I don't really have to be discreet about carrying. I just keep it covered up.
My wife carries a P938 since she has to carry very discreetly. It is a great little gun and I love to shoot it but it is more challenging the farther from the target. Add in movement and it compounds it.
I'm not trying to dissuade you from getting one, just be aware of the trade-offs.
The Shield Plus, Glock 26 and 43, and the XDS are all common options.