One of the safety features of the SD9 is its heavy trigger pull, and I wouldn't hesitate to carry one with a round in the chamber.
If, as you mentioned, you are nervous about it, then load your pistol with some snap caps and carry if for a few days. You can tell how it carries and handles, see if you have any problems with snagging the trigger on things, etc, without risking having a live round in the chamber during your familiarization period. If you continue to be uncomfortable with it, then I'd suggest you get a semi with a safety, or a revolver.
I think the practice of carrying a semi without a round in the chamber is fraught with potential problems. The so-called "Israeli Draw" may work if you are highly trained in its use, but if not, and especially in a moment of high stress, you may not be able to draw the pistol, rack the slide to chamber a round, and effectively defend yourself in a very short interval of time.
