Can't go wrong with Glock. Springfield's XD and S&W's M&P line are similar and from what I hear just as good. Make sure you get something that fits your hand well and you can be comfortable shooting. You'll have to determine if you can balance a carry gun with a fun gun. Its very possible, but just up to your personal preference.

For carry - I like to think at least 9mm, but something is better than nothing. And you've gotta be comfortable with it on your body for extended periods of time, or you won't carry it. I had a Glock 30 for about 2 years and carried it maybe twice. I now have a Kahr PM9 (about 3 years) that goes with me just about everywhere (I don't really shoot it for fun tho). The Kahr is easy for me to conceal - considereing what I normally wear and that I'm about 5-8 190#. It's easier for bigger guys and/or those who wear looser or bulkier clothes to conceal bigger guns, IMO.

For fun - If you're looking for competition, consider IDPA. They have scenarios based on real life encounters. They have rules on the guns you can and can't use (restrictions for different categories of handguns and such) and they are more based in practical guns rather than a race gun ($$$). I think they may require at least 9mm...(I have a Glock 23 for fun - just don't carry that much because I'm so comfortable with the Kahr).

So - Sounds like you're on the right track. I'd say the G19 is a pretty good choice. Anything in that compact style is a good balance for carry and fun - and you can get a .22 conversion kit for it also to shoot for cheap cheap cheap.

If you're going to carry, make sure you practice all the skills that go along with handling a gun too (drawing from a concealed holster, mag changes, fail to fire drills, etc) not just shooting.

Have fun and good luck!