I also like the rent and try it out idea.
For self defense a .22 is not a real good choice.
If you think this will be your one and only gun, then a 9mm semiauto is a good choice. Glocks are excellent guns, will give you years of good service, and are dead reliable. Hard to go wrong. Springfield XD is another pistol in the same catagory. Both are carried by lots of cops, which should tell you something.
That said, I carry a kahr mk9 (9mm), which is much like a glock being a double action, no frills, semiauto. its much smaller but only holds 7 rounds. it is all steel, which i prefer to the plastic framed glocks and XD's. you can get kahr's in plastic too, the PM9 being the brother of the MK9.
I have bought several guns to carry, such as a Colt Defender (.45), a Colt Mustang (.380), and a Bersa CC (.380). I also have a Ruger SP101 (.38/357)with a laser sight. I end up carrying the Kahr because its very accurate, points great, and has never failed. The ruger is in the car. I hate to carry my colts cause i like them too much! The bersa is fine, but .380 is pretty weak, so i let my mom have it. she is getting on, and cant rack the slide of larger guns.
good luck, and be safe. follow the 4 rules and you will never shoot someone accidently, including yourself. take them serious as death.
you may be like many of us, who just keep buying one more gun....