What Maverick said.
Having or waving a gun is not a magic wand. If you are not up to actually using it, if the situation merits it, you will likely find yourself the recipient of your own rounds.
Go to you local gun store and ask about it. Many indoor shooting ranges also give classes (mine does) on CCW/CCP. Practice. Keep the gun clean and well maintained.
Consider what you will use to carry too. Smaller frame, simple, rugged, reliable, effective. Revolver or automatic. Personally, I have a Model 29 Glock, subcompact -- it's a 10mm, 10 round mags (I load 9 and rotate magazines to keep wear off springs), small frame pistol, with Cor-Bon JHP rounds. Easy to conceal, very reliable, and a great knock-down ability, but the 10mm in a small frame is a handful for handling recoil. Takes practice.
What caliber is a concern. Over-penetration can be a problem in crowded areas. Recoil control a problem with larger calibers. Too small a round, and that hopped up druggie that sticks a knife into you after you shot him 3 times won't know he's seriously hurt till long after you are dead.
Finally there are many consequences. Beyond the personal one's for injuring or taking a life. You can be forced to shoot or kill a person to defend yours or another's life, it may be a righteous shoot, but you can still end up in a civil court case in a wrongful injury/death suit. Even if you win that, it can be expensive..... but, then, what is your life worth? The chances of a liability suit go up if you only wound the other guy; he's got time while in jail to sue everyone he can think of, and him sitting miserably in the courtroom 1 or 2 years after the incident will hurt you in some cases.
You can even be sued for not using it, in defense of another person's life, depending on your state's laws, and they learn you were there and armed. You need to know your state's particular CCW laws.
And never, never, never use reloads in a personal carry. Some idiot DA or lawyer will try to convince the jury that "standard" loads were not good enough for you and you had to make them "extra deadly killer bullets".