There's something called a super tuck by Crossbreed holsters. I would peruse the section on holsters in this forum for ideas. As for the weapon Bersa makes the thunder .380 which runs about $250 new and is a proven go bang everytime gun. Of course it's a .380 caliber which many consider somewhat under powered for self defense. I personally carry a Kahr CW9 which can usually be had for less than $400 used. Those are both semi autos. Should you carry a revolver? Maybe. A J-frame snubbie makes a nice conceal weapon but it will be a little wider than either of the two semi autos listed above.
If you can find a way to conceal it the Smith & Wesson Sigma 9ve is a tremendous self defense gun and can be had new for about $350. If you buy it used however, be sure you buy a VE and not one of the early Sigmas. The early guns had problems.