For in the pocket the LCP is my favorite. I have a J Frame, which would cross with the LCR, and they are great guns. However, in the pocket thinner is better.
Let us also go back to the fundamentals of choosing a gun:
1. It must fit you;
2. It must be comfortable for you to shoot it;
3. You must be able to hit the vital zone of an adult being from 7 yards;
4. And finally is the consideration of budget, ammunition availability, reliable, etc.