Massad Ayoob wants to know. It's a legit question, and there may be several correct answers.
For myself, a little J-frame Smith and Wesson is a constant companion. Always and everywhere. I haven't been without that pistol in civvies for the past 14 years. At that time, I decided to conduct an experiment, and began carrying always and everywhere.
For a while, I carried a little Ruger LCP, but it got loaned out, or it needed cleaning, or something. Right now, the LCP is in a convenient drawer near my computer. But, the J-frame is in my pocket. Always and everywhere.
So, what's your choice?