The H&K USP Compact is the most accurate handgun I own period. I love this thing. Plus in 9 mm you can get a threaded match barrel for a can if you can get a Form 4 signed off in your locale.
Only you can make this decision. As you can see, we all have different opinions. I prefer either the powerful .45 or very accurate 9mm only. I don't care for the in betweens like the .357 sig or .40 cal. You should consider all the options everyone has mentioned. And last, you should go shoot both guns and see which you like. Since this is to be your first owned gun. Research and take your time. Most people will usually tell you to start with a 9MM esp for beginners, cause it is easier to handle, then move your way up to a .45. I am the opposite! I started with a .45 and move down to a 9MM. Why? After you get use and know how to ahndle a .45, you can handle everyhting else below and in between. It's like lifting a 50 lb dumbbell and then moving to a 25 lb one. It feels lighter and way easier. I have a Sig P220 in .45 cal. Am getting me an Hk USP45 soon, or a Sig P226 in 9MM. The guns I hope to own is the P220 .45/P226 9MM Sigs and the USP45/USP9 Hk's. Like I said, 9's and .45's for me! And only Sigs and Hk's for me!