Just bought a brand new Sig Sauer P239 in .40 S&W, my favorite SD round. It is an exceptional firearm in my short experience with it (about 400 rounds now over the past two days without one malfunction, misfire or misfeed). 7 + 1 rounds of .40 S&W Gold Dot Hollow Point Personal Protection with an extra magazine holding 7 rounds. The night sights are great, very similar to my Ed Brown Kobra Carry 1911 night sights. The SA trigger is smooth and crisp with an excellent hammer. I carry with one in the chamber and in DA with the stronger trigger pull. Each shot after the first is in SA. It is a great pistol and although it is a little pricey, IMO it is an excellent choice as a CCW.
Maybe an ankle holster? What good makers and models are there?
Pics with a Hogue grip
Belly Band P239
My P239 in a Smartcarry holster with Extra Mag in pouch