My suggestion is to get with friends and family members that have guns. See about shooting theirs to get an idea of what you like and what you don't like. A range that rents guns is also another good source. If you have lots of money and plenty of storage space then you can buy many and try them out to see what you like. Sticking to the better known manufacture's pistols is a good idea. Names like Glock, Beretta, Ruger, Sig, CZ etc will get you a pretty good gun.
I prefer 9 mm and cost is one of the reasons for it. They make several different calibers and they all punch holes in paper. For defense, good shot placement will make many calibers effective. You also need to consider where a round might go if you miss your target when defending yourself. Over penetration does happen. There are plenty of things that should be considered. Trying to make the most reasonable compromise is what many people do in the end. Firing a pistol inside a building without eye and ear protection is not a pleasant thing to do. I hope you never have to find out for yourself. It is much more effective then trying to hit someone with a baseball bat or golf club.
I occasionally carry a Sig W. German P226, CZ 75 PCR, and a few others. Most of the time I carry Sig P6. Depending on the time of the year, your location, apparel and stature, these things will make a difference in the gun you will probably prefer to carry.
For the range and home defense I prefer full sized pistols. I do shoot every pistol I have but, some just get shot a lot more then others do. I do enjoy punching holes in paper when ever the opportunity arises.
With the proper equipment, components, and setup, many people into reloading can make rounds that are equal or better the factory ammo. Even 9mm ammo can be reloaded cheaper then buying factory ammo. Reloading can become a very enjoyable hobby in its own right. It just isn't right for everyone. Getting with someone that reloads the rounds you think you want to make is time well spent. Everyone has to start some place. I think learning from someone that knows what they are doing is better then reading a book and thinking you know it all. Books really help but experience is better.