My first choice would be 9 x 19mm.
Why?
Because modern 9mm SD ammo very nearly matches the performance of 357 magnum ammo while allowing me to carry 2x (or more) the round count in a smaller, and more easily concealed package....
vs.
I'd like to see some discussion on these two statements.
I am not very familiar with either cartridge but in recently researching 9mm was surprised to learn that it is considered comparable to 38 spl for SD purposes. And looking up .357 Sig just now, it seems to be almost, but not quite, as capable as .357.
I would find informed comments useful as I think I am at the start of switching from .38 spl to 9mm for EDC.
Ask and ye shall receive.
Compare the performance of 9mm SD ammo in real 3" semi-autos
BBTI - Ballistics by the Inch :: 9mm Luger Results
To the performance of comparable bullet weights in 357mag in real 2" barrel revolvers
BBTI - Ballistics by the Inch :: .357 Mag Results
Why would we compare two different barrel lengths? Because those are the barrel lengths you get when you are comparing a sub-compact 9mm pistol (like my P365) to a J-Frame 357mag revolver that is very close to the same physical size.
Some examples:
In a 2" 357mag revolver the results for 2 flavors of 110gr CorBon SD ammo were 1134fps and 1132fps.
In a 3" 9mm pistol the results for 2 flavors of 115gr CorBon SD ammo were 1245fps and 1215fps.
So the 9mm is pushing a bullet that is 5gr heavier and it is moving at 84-111 fps faster.
For the 357mag for 2 CorBon 125gr loads the speeds are 904fps and 1050fps
The 9mm CorBon 125gr clocked 1170fps and the 124gr Speer Gold dot clocked 1108fps
So the 9mm pushed the 125gr pill a minimum of 20fps faster and as much as 104fps faster.
140gr CorBon 357mag clocked 911fps
147gr Federal 9mm clocked 902fps - only 9fps slower - despite being a 7gr heavier bullet
All in all that looks like pretty comparable performance to me for SD ammo in comparable compact SD guns.
Now, if you want to get into heavier weight bullets - like 158gr, the 9mm falls out of the competition because 147gr is about the heaviest weight bullet loaded in readily available SD ammo. BUT as many people will attest, the recoil of 158gr 357mag SD ammo is very unpleasant in a lightweight J-frame and getting back on target quickly for a follow up shot is difficult at best. Less so with lighter bullets.
IMO, this is less of an issue with semi-autos because the reciprocating action of the slide dampens some of the recoil impulse - I think of it as being kinda like a shock absorber.
Anyway, you wanted to see why I said what I said, and there you go. And yeah, my P365 with magguts kit holds 12 + 1 - as compared to a comparably sized J-frame with 5 - so I can pack over 2-1/2 times as many rounds with comparable performance in a package that weighs less and is also flatter - so it is actually smaller in one dimension.