I have even tried to ankle carry a weapon, but I would assume it requires a small gun. I own a springfield and have been very impressed with it. Lots of people do, but I don't like glocks. I do not own, but have seriously considered a kel-tec .380 or Cz 83, with might also fit your needs. Beretta makes a .380 which is quite small and might also work well. The xd's run around 4-500 and the .380's are all under $350.
While I will not discourage you from taking a class, If you live in washington they are not required. The only thing that is required here is 60$ and a background check. Takes about two weeks to get it back. Check out www.packing.org