Aarond hasn't steered me wrong yet, as I am relatively new to this as well. (Only been shooting 3 times and do not own a firearm of my own yet)
Just some food for thought, I can get 550 rounds of .22 ammo at Wal-Mart for $18.95 (I think it was last I saw, in my area by the way PA), whereas I can get 50 rounds of 9mm for $15.00 ish dollars I think (I didn't look at the 9mm's only the .22's at the time)
Of course the quality will vary the price, but just to give some insight, you will be shooting thousands of .22 ammo vs hundreds of any other caliber type of ammo.
If your primary use is for range fun, I can't see anything better than a .22 caliber firearm.