What have you shot that you liked?
If you haven't shot many, you might want to check around with friends to see if they'll let you try some of their guns, or use rental guns at a range, to find out what works for you.
In can find some wonderful bargains in the $350 - $750 range, particularly if you don't buy new..
Glock, SIG, CZ, Ruger, H&K, FNH, Steyr, and others make quality firearms. Some of them can be very reasonably priced, NEW!
I haven't tried one yet, but the new SIG P-320 is interesting, and the H&K VP9 is getting rave reviews. I picked up a used Ruger SR9c (and already had an SR9) that are impressive and relatively inexpensive guns. I also picked up a used CZ P-07 -- good size, high capacity, good trigger!
Avoid the less expensive pocket guns and single-stack, polymer-framed 9mm guns if you're not going to carry. There are some good values there, but the cost savings doesn't make a gun that is often unpleasant to shoot fun to play with at the range.
Don't feel compelled to buy new. Most brand-name guns are durable, and if you buy a used one from a local gun shop, you may even be able to take it back if things don't work as they should.