Size matters!
The larger the pistol, the greater the potential capacity, and the easier it is to draw ans shoot accurately. Control of a large or medium frame pistol is much better than with a smaller one.
The smaller the pistol, the easier it is to conceal and carry comfortably. That's obvious.
The key is to make sure you get something you can carry all the time (might need more than one for different wardrobe days). If you aren't comfortable carrying, you'll find yourself leaving it home more and more. Everyday carry requires you to carry everyday -- not just some days.
Once you decide which size frame/mag you like to carry, you can weed out the ones that are too big as well as too small. Mags can be single or double stacked. That determines the capacity and the thickness of the grip. The priority there is deciding if you like shooting with the wider grip. If it doesn't matter, then pick between higher capacity (double stack) or easier to carry (single stack).
This is very much like shopping for a car. Personal comfort, features, size, capability (caliber and capacity), and handling all play into the decision. Therefore, you should test drive all those which meet your minimum requirements and go from there.
You're never stuck with a pistol. If you find one you like better, you can add to the collection to have a backup or spare, or you can sell it.