I would skip the shotgun and suggest a rifle and a big pistol and a small pistol instead.
Get a full size pistol like a 357 revolver or a 9mm or 10mm glock, AND a small pistol like a .38 special revolver or an LCP. And get an ar15 as well.
You will leave your gun behind if it is too big, so you'll want a pocket gun that can go anywhere.
Also dont cheap out on holsters, and carry with one in the chamber always
I would highly suggest a glock 19 as your big pistol, an LCP as your pocket gun, and an ar15 in 5.56 to start