9mm. Go to the store and hold all sorts of them and pick the one that's comfortable in your hand and you feel comfortable with the safety, slide-lock and trigger.
Here's why I say 9mm. With modern ammunition technology a good self defense 9mm round will drop someone the same as a .45 will. 9mm allows for more capacity in your magazine. In a stressful situation more rounds means more chances to get one on target. 9mm is cheap so you won't be deterred from buying ammo to practice with, and you better be practicing and very comfortable with your firearm if you're going to be carrying it.
Take a CCW class and other pistol classes even though AZ doesn't require you to. Formal instruction is your friend, provided you go to a good instructor.
Carrying a firearm is a huge responsibility so don't take it lightly.
My girlfriend loves her Glock 43. It's a single stack 9mm that carries 6+1 in the chamber and is easily concealed. Not the most fun fun to shoot, personally, but she loves shooting it.
I'm partial to my Glock 19 because it's bigger but I also am bigger than her so I can conceal it where she cannot very easily.