I carry concealed for work and would have to suggest that smaller and lighter is better. I generally carry a Sig 228 but the size and weight sometimes discourages me from carrying, and what good is a gun if it is on the nightstand and I am out? I have a small SW .38 but would probably get an auto if I was to do it again. The Bersa Thunder, various Khar models, and Kel-Tec are all worth looking into (though I think the Kel-Tec is more of an emergency situations only pistol, not something you would want to cycle a bunch of round through). Good luck.
Oh yeah, if I were you I would totally scratch the idea of an ankle holster. Even if you can get past the insecure feeling, the gun will never be readily available. Again, what good is a gun if cant be in your hand in an instant? I recommend a Kydex IWB holster. There are plenty of models out there and a recent Handgunner mag covered numerous brands. Lots of folks shy away from IWB because they think it would require bigger pants, but I have never had a problem, even in a tailored suit.