I want it to have a safety and be double action on the first shot and single after that. Any ideas?
Well that rules out most of the sub-compacts, they are striker fire not DA/SA or DA only and few if any have safeties. The smallest with these features would be the Bersa line of pistols. I personally would want to stick with a 9mm pistol as apposed to a 380 just a tad weak on stopping power or a 40 S&W a tad hard to control in a 3 inch pistol. My personal choice was the CZ 75 P-01 in 9mm, not the smallest but at 3.8 inches and 14 rounds, well within my comfort level.
You need to look around for what is in your comfort level.