If possible, go to a range and rent some guns that feel good in your hand.
If you are like me and literally have NO ranges in a feasible area that rent guns.....then good luck.
I lucked out. I started with a hi-point C9 for $100. Great gun for the price but it would NEVER be a carry gun for me. So i figured this: If I could find a gun that fit my hand, fired a decent caliber for me (9mm or above), AND was fairly well known for reliability then I could bring my self to buy it.
I did my research by striking up conversations at the range. "Oh what gun is that?", "How well does that gun feed for you?", etc. You would be surprised at how many people at the range would be more than willing to show off their pride and joy by letting you shoot it. That is how I discovered the Smith and Wesson all steel semi-autos (On that note, if you are willing to carry a little extra weight a S&W 5906 would be a good 9mm to start with
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ANYWHO, the best gun is the one that fits you and your preference. If you follow any advice follow this:
FIRE AS MANY GUNS AND AS MANY CALIBERS AS YOU CAN BEFORE MAKING YOUR FIRST SD/HD/EXPENSIVE GUN PURCHASE!!!
Good hunting!