Brains
Zombie alert!
That's a really hard choice, 40 cal. I'm tempted to demand and whine petulantly that I simply must be allowed two guns. After all, if the noob in MW3 can have a rifle and a pistol, then so can I.
But, when I am tired from arguing and the gun store guy refuses to sell me two guns no matter the modest bribe I try with him, I'll choose any double-stack 9x19 I can get my hands on with as many mags as I can get. Ideally, a 17rd or greater system that has strong aftermarket support for quality mags... race-gun 140 or 170mm mags, Glock 33rd 9mm mags, MecGar AFC mags, +2 baseplates... whatever I could find.
Carry concealed with the smallest mag that fits the system, and have a couple of larger format mags in a man-purse, briefcase, laptop bag, or whatever.
Top choices, starting from scratch and owning no holsters or anything in preparation?
-Glock 17
-XDm 9
-XD 9
-STI 2011 9mm
-EAA Witness 9mm
-CZ SP-01
-Sig P226
10 mags, 200rds of defensive hollowpoints, 500rds of FMJ, IWB rig, OWB rig, mag carriers for up to 4 mags on belt if I choose to... but granular enough that I can only carry 1 or 2 if I choose to. Gun belt.
I'd drop $1500 or so between gun store purchases and online orders (holsters, belt, most of the mags from online).
Basically, something I can conceal IWB if I choose, but with a duty/race rig (more secure than most race rigs, though) that any beat cop would appreciate in the middle of a narco-shootout.