I've noticed that no one has mentioned the Diamondback DB9, and to spare anyone who might be considering it, I'll share my experience. I picked one of those up a while back...
...and promptly sold it. It was a trifecta of bad - incredibly uncomfortable to shoot, woefully inaccurate (I like to think I can blame some of that on the gun - I've shot several other pocket and micro pistols with much better results) and highly unreliable - averaged a FTE about every other shot with most ammo - some was better than others, but even the stuff it liked (Cor-Bon) was only about 80%. Not to mention it was an ugly little bugger. About the only redeeming factor I can think of is that it broke down almost exactly like a Glock, but I got over that pretty quickly.
I used to have a Kahr PM9, which is about the same size - certainly the same category - and I liked that MUCH better.
For me, when it comes to the pocket pistol question, I say the smaller the better, which means .380 so I can carry it in a pocket with outfits where I can't carry my larger EDC gun. I think if I'm going to go a little bigger to a 9mm or .40 (CM9/PM9/PF9, or even LCR etc.), I prefer to wear it on my belt, and if that's the case, I'll just wear my G19 or 1911. My current pocket gun is an LCP.
"Thunderstick? ... You actually said thunderstick? ... That, my friend, is a Winchester 30.06."