As alternatives to the Bodyguard 38. look at the S&W:

Model 638CT - $699.00 MSRP, which I really like and have had for years serving as my EDC. (Product: Model 638CT)

or the:

638 LaserMax - $539 MSRP, but I do not care for the way S&W mounted the laser. Product: Model 638 LaserMax