Avoid small of the back. Retention is an issue as your back is to the gun. You cannot tell if you're printing because your back is to the gun. In addition drawing is a close quarters situation may work against you as the bad guy can now twist your arm around behind you especially since your arm is already behing you.

As far as your gun choice, it's highly personal. What caliber do you want to carry. Do you want a revolver or a pistol? Don't forget to add in extras like a holster, spare magazine/speed loader, dependable light (80% of all self defense shootings occur at night), and a good belt.