The R9 was designed to be a pocket pistol and is very comfortable in all my front pockets.
I had the Keltec pf9, and it was a poorly constructed cheepo pistola. See my post under proud new owner.
The r9 is not much harder to carry than a Ruger LCP (wife has one) It is much more potent and MUCH better quality.
If you are very small, the LCP may make a noticeable difference, but I doubt you will mind the difference.
The r9 is a dream to carry, are there slightly more comfortable options? Yes. But not in a quality pistol of useful calibur.
I don't wish to start a calibur bashing war, but I deal with criminal cases all of the time and I am not a true expert, but I have seen my client shot in the head with a .380. He was arrested for brutally beating the $..t out of the guy who shot him point blank in the head. The bullet broke the skin and bounced off his skull.
Bullet was a .380 acp jhp out of a walther I believe.
Any bullet can fail to stop, but in a small pistol, small caliburs can piss people off.
I look at it this way, a compact 9mm is like a full size .380
a compact .380 is like alarge .32 (if that's possible) and anything around a .32 is very questionable.
So, if you can be fairly comfortable with the r9, get it. If you must go smaller, I would say the Ruger LCP or Ruger LCR is a good choice. (I find the R9 more comfortable than the Ruger LCP)
Good Luck!