If a concealable 12 ga. pistol like mentioned above isn't an option, you could get a high-caliber handgun instead. You'd want to do at least a .45 caliber pistol or higher. I've seen some .45 pistols on sale for the $300 range which is what I plan on getting once I get my IDs updated to get a concealed carry permit.
Bear in mind, that purchasing a gun like that in many states (assuming you're an American) requires either a permit to purchase or a concealed carry permit. They're not difficult to obtain but require more work. It's being interrogated by the gun dealer for why you want to purchase it that's the biggest hurdle.
Here's a picture of pistol round sizes.