I have the most fun with my;
Walther TPH, both in .22lr and .25acp, these are a blast. Certain HV .22lr will produce large wadcutter type holes from this gun. Very unique.
Daewoo DP52, perhaps the most well made PPK clone made. A very competent gun.
Bersa T22, while I'm not a great bersa fan, this gun has it's endearing qualities, and it's fairly cheap.
Kahr, though not all Kahrs are pocket guns, all of my Kahrs are fun to shoot. My personal favorite is the TP9.
Seecamp LWS32, not a great deal of fun to shoot but it is a most favored gun.
Sig P230 and P232, large but light, these are so nice!. The P230 I have is a .32acp, so it is very easy to manage and a great deal of fun at the range.
Walther PP and PPK/S, not as fun as the tiny TPH, but still smile makers. I have all three calibers, .380, .32acp and .22 that are reliable and accurate.
These are my most pocketable and most fun. I think my favorite is the Daewoo. Tough call.