I highly recommend the Unkle Mikes Sidekick, size 0. I've used it for a J frame, Walther PPS and now a Ruger LCP with tighter pants legs, or more often, a Kimber Solo Carry 9 with a little more generous pants leg.
Whatever you decide to go with, get something with a "rolled" edge. My first ankle holster had a nice fleece lining, but a sharp edge. It was like a razor on my ankle.