I would go with the Ruger LCP subcompact pistol in .380 ACP. You can get one for about $300. It's the perfect "pocket pistol" weighing in at only 9.4 ounces. It seems to me that Ruger is the way to go these days. If I were you I wouldn't go with anything bigger than a 9mm since you are a beginner and the recoil may be a little too much.
Check out this URL
http://www.ruger.com/products/lcp/index.html