Just lock it in the car, if you are in a decent area the odds of your car being broken into is quite low. If the cost is a concern then consider the Ruger EC9S, for about 250 bucks you get an outstanding pocket pistol. BTW, I have two of the LC9S pistols and have probably put at least 2000 rounds downrange without one single failure of any description. The difference between the cheaper EC9S and more expensive LC9S is the sights, on the EC9S they are cast as part of the slide and the LC9S has dovetail mounted sights.

I'll also note that I do some street running every day and due to concerns about the number of Pit Bulls and Rottweilers in the area I always have my LC9S in my right front pocket. Works just fine in the Carhartt blue jeans I run in.