It's tough to answer... because if I simply stick to "best buy in this price range", I'm not necessarily taking in to account how well it will work for YOU in any given role. If you are buying specifically for concealed carry, then it's even tougher. Don't know how big you are, how you dress, what you can handle, etc etc etc.
I'll list a few, but these are only drops in the bucket, really.
Low range $200-$400
Ruger P-95 may be the best ultra-cheap buy on the market. Around $325 or less brand new in the box and anywhere from $225-$275 on the used market. Durable as they come, plenty accurate for defense (but not a target gun) and cheap to feed (9mm) and will not give feed or function failures. Hi-cap and extra magazines are easy to get.
Also, the S&W Sigma fits in here nicely. High quality, even though the trigger is not at all enjoyable (except for Sigma apologists who are convinced that it's fine...
)
$400-$600
Can't look past a Glock because of the reliability, the backing of Glock and the simple fact that parts, accessories and especially holsters are easy to find and get, probably more than anything else in existence.
S&W M&P for all the same reasons... parts are a bit tougher but everything else matches up with Glock and they are more comfortable and ergo-friendly than most Glock pistols.
XD would come behind those two simply because of aftermarket and holster support isn't quite as good. Reliability, shootability, quality and backing of the manufacturer are just as good as the two above.
Any price range above that... I won't bother to comment on. Your first gun? Can't see spending over $600 on a gun from advice from a gun forum if it's your first ever handgun purchase.
What you won't see me plugging here is any pocket guns or sub-calibers. I won't ever recommend a 3-inch 1911 or any of the pocket 9's, either. I will not recommend a .380 to anyone who doesn't already have an obvious aversion to recoil. I will never recommend a .32, .25, .22 Mag or .22LR to anyone for carry, either. Subcompact 9mm on the size of a Glock 26 is about as small as I would ever recommend for anyone's first concealed handgun.
IMO, if you start with something BIGGER and learn to carry and conceal it, anything you move to next will be easier. But don't fall in to the trap of carrying something smaller and weaker simply because it's "easier" to carry.
Some folks feel perfectly fine with a pocket .380 as their primary. In my opinion, that's out of the question. Works for them... that's fine. I'm genuinely happy that they CHOOSE to carry a handgun and that they are armed, but for me and my needs and the people that I care about, it's 9mm or larger at the minimum.