Wow. Lots of questions and chirping in this thread that have nothing to do with what the OP asked.
I will offer my input as I do have first hand experience. I lived in Texas for 5 years, and still hold a Texas CHL (although with the advent of open carry there, it's no longer called a CHL) you don't need to be a resident (or even a non-resident legal alien) to legally possess a firearm in most US states. I won't opine for the other 49, but in Texas, having a valid hunting license made me legal in the view of both Federal and State level government. I have no issue purchasing a firearm, obtaining a CHL, or doing any associated thing.
#1. Buy something that you can legally own here in Canada if this is your primary residence. This will facilitate getting quality training with it, as well as practice with it. You will need both of those things if you ever need to use a firearm in a defensive situation. In the words of Colonel Jeff Cooper "Owning a gun doesn't make you armed any more than owning a guitar makes you a musician."
#2. Buy something that you will
actually carry. Most people underestimate this. I started out carrying a mid sized double stack polymer 9mm, then switched to a very compact polymer 9mm most of the time....and through trying different holsters and asking myself hard questions I eventually cultivated the habit of actually being prepared for bad things should they happen. This is what I was carrying on most days prior to moving back to Canada. This is the setup that I found best for my rather large hands, my level of training and practice, and the environment I carried in. Note that I could easily carry this in a pair of jeans or cargo pants, with an untucked t-shirt - no baggy clothing or cover garment required. This includes summer months living in Houston, which makes any climate in Canada seem positively arctic.
Starting top right and working clockwise:
H&K P30 magazine in a CompTac IWB mag carrier. No I'm not carrying a P30 but it fits my P2000 and holds 15 rounds instead of 13. 147 Grain Federal HST if it matters.
H&K P2000 with a light LEM trigger, Surefire XC1, Trijicon HD sights, and a Talon grip decal. It's sitting in what has quickly become one of my favorite holsters - a very simple kydex IWB rig from JM custom Kydex. I shot this exact rig for one night in the Pat MacNamara low light course that I took and I am a big fan of it.
Simply Rugged belt pouch with 8 rounds of .327 Federal - Double Tap 100 grain JHP in a speed strip. Should be at about 1300 FPS out of that little LCR.
Luminox watch. Currently my favorite daily wear - simple, no-nonsense, tritium hands and dial, big face and case but very light weight.
Emerson Super CQC-8.
5.11 AAA penlight with tailcap switch. This is the configuration of light that I practice shooting with - the same grip works for this little light as well as normal size Surefire lights.
Wallet (shaped for front right jeans pocket) and car keys
Lip balm (because I can never be without).
Leatherman Juice C2. I use the screwdriver and plier functions regularly.
Ruger LCR with Hogue G10 grips and an XS Sights standard tritium dot sight. It's in a Galco Ankle Glove. I am shocked by how comfortable this rig is, and how easy it is to get to when sitting in the car.
BCM "The Colonel" knife. It's mostly a "get off me" tool.
H&K P30 magazine (yes, another one) in a Triple T Holsters IWB mag carrier. It's actually designed for single stack .45 ACP magazines, but it works like a charm for the H&K mags since they are a touch thinner than Glock mags.
Yes....that's a lot of hardware, and yes you need to invest time to learn how to carry it without it being a constant nuisance. The reality is that carrying is supposed to be comforting - not comfortable.
My suggestion is to get a Glock 19 sized pistol, and carry that, one spare magazine, and a flashlight as the minimum.
#3. Be prepared to buy and try a LOT of holsters before you find the one that works for your gun, your body, and your clothes. This is a universal truth for anyone who actually carries - as opposed to those who just talk about carrying.