For USA pocket carry, I'd suggest the Colt Mustang Pocketlite:
These shoot from a locked breech so even the snappiest .380 ammo can be placed accurately, and the recoil is surprisingly mild for such a small, light gun. Smaller than a PPK, better recoil ... and fits in an average pocket. A friend took pity on me after I missed several in a row... and sold me one which had been carried plenty, somewhere in Quebec. Like new inside, a wonderful little gun.
If you're going to carry a 9mm, then +1 to the Glock 19, there are lots of prohib original / excellent pistols still out there. The Glock 26 commands a pretty hefty premium here, since there aren't that many. I don't find the Glock 26 clumsy and can shoot either one just as well, but the 19 is just slightly more practical. And carries 5 more rounds in the USA...
SIG P228 is also a "can't go wrong" gun, in my experience every bit as good as the Glock 19, and easier (I find) to shoot with your non-dominant hand, etc.
After that, there are dozens of choices. The S&W 3913 mentioned earlier ... quite reliable, and about the same size as the SIG P239. The P239 could also be your US-EDC, with a USA-barrel, park the Canadian threaded one ... put the threaded one back when you return to Canada. Lots of people carry these and are happy with them.
If revolvers are your cup of tea, I'm a fan of the S&W 632. 32 H&R Magnum has more knock down power than a .38 Special, gives you an extra round (6 instead of 5) in a very compact package, and these are super-accurate, thanks to milder recoil. I found both of my 632 revolvers on the EE, they shoot the same, are the same wonderfully accurate gun, and handle .32 ACP, .32 S&W and of course ... .32 Magnum. So you can practice with the lighter load, and carry the "heavy" stuff.
If you can buy guns in the USA (if you can carry, you can buy) then I'd pick up a G43 or something equally cool. Somebody down there must be making restricted barrels for them by now!
I'll sell you an S&W 3913 if you can't find one... nothing wrong with those, but of the "carry list", it's my least favorite. The rest, even though I can't carry them, aren't going anywhere.