When I first read the OP's words "set of.." I thought you had $2500 to buy two handguns to "cover it all." That would have been a more interesting scenario in reverse, as it'd force some real thinking and difficult choices/compromises...and at the same time revealing what folks think would be the best guns and/or combinations of guns out there--for that kind of jingle....In which case, a couple of ways to go;
DW 1911 Valor .45 w/ EB bobtail (assuming that's an option)--$1250 and Freedom Arms .45LC/.45ACP convertible. $1250, for hunting (Buffalo Bore or hand loaded LC)
...
OR: Ed Brown Special Forces 5" with bobtail + Ruger Single Six .22/.22 Mag convertible. The former not optimal, but do-able for hunting. If you insist, for CCW, then make it --and the aforementioned DW-- those manufacturers' respective Commander sized bobtails for greater versatility while not giving up to much ballistics. The .22 of course for cheap shooting small game, plinking, fun and "survival"
OR: to mix practical SD/HD/S*** with a bit of heirloom-potential/fun/fantasy: Springfield XD45. And...new Colt SAA with some nice options like dual 45 cylinder set up, black powder chamfer and maybe even some custom grips and modest engraving with the remaining $2k. (Base price before options: $1200 otd.
Also, the thread should have been limited as in "you have a $2500 coupon to spend at local store that (magically) has anything you'd want, but must be spent on firearms only, no ammo and supplies." Too many folk bailing out early, going OT and leaving $ on the table for extras. The OP didn't say "wisest use" of $ 2500