Here's my thought, I'd love to carry something like a Walther PPK and the minute I pull it, it transitions in a 1911 .45. But that doesn't happen. The .45 is an awesome weapon, and if you watch on youtube the various bullets and their penetration into ballistic gel, and the various calibers, it is amazing.
But, if you won't carry the .45 because it's too bulky, get really good with the .22, .380 or 9mm that you are comfortable with and WILL carry. None of them do you any good at home in the gun safe if you need them.