To me, guns are not appealing. They're loud. I can conceive of them going awry much more easily than I can of them doing what they're supposed to. They smell weird. No, in my writerly imagination, people are more often poisoned than they are shot -- it's so easy to carry on everyday behavior in a story if it's murder by poison, easier to hide the murderer and lay down false trails.
But sometimes only a gun will do. What would a female character carry on her? Possibly a 9mm, unless she were about 5' 11" and good arm strength.
"Oh, I Just Couldn't Use a Gun: Pondering Your Means of Self-Protection"
Women & Guns magazine.
Excerpts from Women's First Handgun Purchase
"Pistol Packin' Mama" from Style magazine
"Gun Makers Focus on What Women Want"