If you have never owned a handgun you can't make an assessment on a proper caliber for yourself. I have owned a few 9MM's plus one .45ACP. I didn't like the heavy, pushy recoil of the .45 personally. I much prefer the 9MM and currently my only handgun is a Smith & Wesson M&P 9MM w/ the 4.25" barrel. With advances in modern ammunition, I do not feel under-gunned with 17 rounds of Federal HST on tap. I have a concealed handgun permit with the State of Louisiana and I am currently prepping for an 8 hour course for my AR15 and an 8 hour handgun course.
If you can, rent some guns at a range. A range local to me has all sorts of firearms available to try. Buy the one you can shoot well. Not the one that is 'cool' or sounds neat.
BTW, 9MM is about $10-12 per 50 rounds. .40 S&W is around $14-17 per 50. .45ACP is $22+. You can get a lot of practice on a 9MM for the money. I don't care how much better 45ACP can hurt someone if you can't hit anyone with it, but you happen to shoot better with the 9MM and keep all shots on target.
Also, try a .357 revolver. A 357 is very easy to work with and when loaded with 38 Special that are WONDERFUL to shoot. Want a wonderful gun? Get a used Smith & Wesson 357 made before 2002. They don't have the ILS lock on them and have amazing triggers.
You need to decided WHY you want a gun, then you need to go to a store and touch everything. Pull the trigger, see how it feels, work all the mechanisms, grip it. Rack the slide. Have someone in person explain all the features and details of the gun. Rent one if you can.
