I carry a Ruger .380 LCP loaded with the 90-grain Hornady Critical Defense rounds wherever I go. I just use a little Uncle Mike's pocket holster so I can put it wherever works at the time. I have one of those paddle holsters for it, but rarely use it.
It's nice, because if you stop somewhere and go in a store, etc., you can easily transfer it from, say, your riding jacket pocket to your front pants pocket without anybody noticing. It's tough or impossible to do that with a larger handgun.
It looks almost like a large billfold if you hold it right and you can store and pull it out from a lot of places nobody is ever going to expect a handgun to be coming from if you need to use it.
If I'm out in the country, I augment the LCP with a Ruger GP100 .357 in a generic black nylon shoulder holster under my jacket.
When I first started carrying, it was kind of weird to be in public places where you'd never carried a firearm before, but you get used to it.
It becomes second nature to scan the front doors of a place for a "No Guns Allowed" sign, and here in Missouri it's not like you're going to get arrested for carrying there: it's just a misdemeanor. Talking stores, etc. here, not the airport, police station, etc. You have to know the laws and keep abreast of them.
I get a lot of ribbing about carrying the little "James Bond Gun," but I practice with it a lot and it's a capable little defense gun, especially with the CD ammo. I sure as hell wouldn't want somebody shooting me with it.
It doesn't have much of an intimidation factor, but that doesn't concern me because if I have to draw, I'm not attempting to scare somebody, I'm attempting to kill them.