There's a couple of carry threads here, so look around some too. Couple of thoughts to add to Neo's:
If you choose to carry, practice carrying, drawing, cover/concealment, etc. It's part of the bargain. I don't know your experience level, so take classes if you can, or get training. It will help.
Qualify your gun. Many won't consider an semi-auto ready for protection until several hundred flawless rounds go down the pipe - including a healthy dose of your carry ammo choice. You have to be able to count on it with out reservation.
Which gun? You can get holsters to carry just about anything so if the C9 is your choice, look around. Bersa's are fine guns I've heard too. I'd consider however getting a small 9MM if you're looking for small. 9MM is generally considered to have more stopping power (some will argue it's not a reason to make this decision). But one reason to go with 9MM is the cost of ammo. And if your objective is protection, practice is a must. Ammo prices could matter.
Good luck and take aspirin. Picking a new gun is tough; there's some great ones out there. And now that you're an HP Addict, you know you don't have to spend $1,000 for reliable protection.