Reading some of the comments, seems like some of you shoot (to kill) on a weekly basis..
Where i live, if i get mugged by 2 or 3 non armed criminals and i shoot one, i'm in a world of legal problems, most likely will go to jail. Even if i get punched or hurt, most judges will claim my use of force was not "proportional".
Even cops that are punched cannot fire a gun without getting suspended or worse.
That being said, i would choose a .22 pocket gun:
Less lethal, less legal issues ( i am not The Punisher).
If you miss, the bullet won't cause the damage a higher caliper would to innocent stanbyers
Cheaper
Cheap bullets for practice
Smaller and more "confortable" to carry everytime
Does the job of showing criminals you won't take any shit