I have several Compact guns, but like Evan said, that doesn't mean they are always small... your best bet is to go into Vances, and hold the different weapons, see how they feel in your hands and then go to the range and rent the ones that you liked best, then make your descision then.
my CCW is a Ruger LCP which is a .380 caliber firearm and is TINY (I actually had to purchase magazine extensions for it in order for it to fit in my hands) It is not an overly accurate firearm by any means, but typically when dealing with CCW, you are always going to be inside of 20 feet and preferably inside of 10 feet if you need to actually use it. So at that distance, the firearm doesn't have to be overly accurate in order to disable your agressor.