You can't go wrong with Glock,
a good alternative is a Springfield XD.
If it's your first gun, remember Glock only has a trigger safety, as the XD will also have a palm safety.

The Kel Tec pf9 and p11 are good guns if you can find one, but not good as a first or primary gun.

The most bang for your buck is a .40 but you will have more shots with a 9mm.

But if you like knock down power, and are a fan of Taurus, look in to the "Judge," sure its ugly, but who's gonna get up after that....

Whatever you get make sure it has a Lifetime warranty.