If cost is a factor, and you are buying new, it's hard to beat the Beretta PX4 Storm in 9mm. Also check out the Springfield XD9. Don't buy until you shoot. Many ranges which are also gun shops, will rent various pistols for you to try out.
As far as which caliber, I would emphasize the 9mm since the ammo is relatively cheap and therfore you will tend to get more economical range time with it...and therefore shoot (practice) with it more...Whatever you buy, spend enough time at the range and get professional instruction so that you feel capable with the firearm. That is the most important thing.
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