Like most it depends on how you carry and if you want to dress around it or not.
The Sig 938 would be awesome if you like cocked and locked.
If you want something smaller, PM9 size without the Kahr, check out the Beretta Nano and Sig P290RS.
If you want baby glock/M&P9c size, the M&P9c is fantastic. I'm a skinny guy and might have trouble concealing it without a sweatshirt if I'm doing any bending over. Carrying it correctly with a sweatshirt, I can get away with almost anything.
If you are looking for single stack, the Shield is probably about as good as it gets. The Beretta Nano and Sig P290RS should be thinner than the M&P9c but I don't think they are truly single stack (really don't know for sure). If you can work with the trigger and don't mind a safety, the LC9 has been good for many people. The Walther PPS is also good, just accessories aren't as easily found for it.
Then there is always the 2-3" revolvers. The LCR, SP101, and the S&W 686 come to mind. Most of this is personal preference.
Hope this helps.