The best safety device for handguns is training. Teach the little ones both how to shoot, and not to touch without an adult present. So what caliber? What price range?
Walther PPK is always a good choice, but so is the Ruger lcp, The NAA Guardian, Bersa, Kel-tek...Some have had good luck with Taurus, I have not, Beretta makes some good ones, Sig-Sauer, Glocks...
I take mine to the local dealer when I go and have her hold and manipulate several, she's picked out some good ones for herself that way.