I started smallish/medium (G27 and USP45c). Where did I go? A number of directions.
The short answer is: "3 ways. Smaller. Bigger. And Thinner." (sorry about the grammar)
For "required concealment" (e.g. an issue if you are 'made') I carry either the J-frame (442) or an HK P7 (thin).
For low-threat, convenience-type situations (walking a few miles around the neighborhood), I'll probably grab the 442.
For more concerning situations, and remote locations, I'll generally find a way to conceal the HK45, or a higher-capacity 9/40/45 (no others relevant in my inventory right now). Either IWB, SmartCarry, stealth backpack, holster shirt, etc. This is not an easy gun for me to hide by size. OWB or open it would be no problem.
Especially if finances are limiting (and they're probably somewhat of an issue for all of us, because those resources could go to other preps!
), really consider carefully the concealment and comfort issues. The "girlie gun" 442 you have in your front pocket is worth a lot more than the G22 that's sitting in your safe. And no, I'm not putting down the 442; I love it, but a lot of others will. Similar option is one of the number of thin 9mm autos (Walther, Keltec, etc).
Yes, a big gun is more fun, easier to shoot, more capable (as far as a pistol goes). It feels psychologically more "comforting". YMMV on the value of that to you, and whether it translates to something practical.
I would bet that, no matter what gun you mention, there is someone on the internet that carries it regularly concealed.
You can dress to conceal anything, but how practical is that? Esp. if you're in a situation where you can't wear baggy concealment clothes in most aspects of your life, why choose a gun that you're setting yourself up not to carry? Of course, if you live in a place where no cares, or you can wear a fishing vest or parka everywhere (and not take it off inside), then go nuts and OWB whatever you want. In fact, please enjoy it for me because I would be somewhat envious. ;0
This is all predicated on the discussion assumption of choosing a first gun specifically for carry.
My 2 cents, worth less in the current inflationary environment.