I carry 1 or more of 3 handguns as ccw guns, a glock 22, a glock 27 (both are 40S&W) and a bond arms derringer in 410/ 45 colt, just depending on where i am going, the weather, and what i am doing.
Choosing between 9mm and 380, i would pick 9mm, because it has a little more power, the ammo tends to be cheaper, at least in my area. If you are looking for something small, keltec makes some 9mms that are the same size, or smaller than most 380's, and the size of the gun is the 380's, only selling point imo.