Y'know, I'm not even a revolver guy but I give you this advice...
Probably you're absolute best bet is to do one of two things...
1. Purchase a .357 or .38 revolver for plinking and SD/HD. .38 still isn't too bad on the wallet (unless I'm wrong), and it's a very pleasent round to shoot unless it's out of the lightest of stubbies. A .357 will give you the benifit of firing either/or... using the hot .357s for some serious social work and the .38s for practice.
2. Go with a semi auto pistol that will accept a .22 conversion. I know conversions are made for 1911s, probably for glocks. I think sig *MAY* have a .22 conversion, but it won't be cheap. Don't know about anything else. The beauty of this is you get to have a very serious HD/SD firearm with the ability to have fun plinking in one platform. Not to meniton you can learn the manual of arms for pretty cheap because of the .22 conversion. Christcorp has good advice concerning semi-autos. If you have to have it, then practice, practice, practice.
3. 9mm only. It's mild enough to learn off of. It's still probably the second cheapest ammo. Go for it. Practice, Practice, Practice. Again, Christcorp gave good advice, I'm just adding to it.
I recommend #2... as learning on a .22 is easier. I didn't say mandatory. I didn't say preferred. I said EASIER. Sight picture, sight alignment, and trigger pull is much easier to learn on low recoil. Then there's the beautyr of having the same platform you're familiar with in a serious defense caliber. If you already have this... then consider something else. I recommend #3 next. 9mm is a serious defense round, is fairly easy to shoot in most pistols, and is most of the time readily available as a "second cheapest to .22" option. After that the choice is yours.