I don't have any personal experience with it, but I just read a review on the S&W BodyGuard 380 and it got high praise. The thing weighs less than 12 oz, 6 .380 rounds, driftable sights, and comes stock with a Insight integral laser - $500 at my local Sportsmans Warehouse.
I suspect that's a bit steep for a 380, but it does have a built in laser.
Edit:
Oh man! I just saw the post date on this thread. I kinda missed the boat on this one.