Since you sound new to guns, as your name suggests, I suggest starting with 9mm. .40 caliber kicks substantially harder. 9mm is also substantially less expensive, which helps keep practice cheaper.
Since you say it's mainly for home defense and range, you can also get a larger, service-size gun that will help with recoil also.
You should try a bunch on for size, and rent a number until you find something you really like. Make sure you can comfortably put the last joint of your finger over the trigger face without stretching--you don't want too long a trigger pull or your shots may drift right.
Some suggestions I know to be of good quality:
Glock 19 (@$500)
Beretta Px4 (@$560)
Ruger P95 (@$330)
Smith & Wesson M & P (@$550)
Springfield XD ($500)
And there's nothing wrong with a good used Ruger or Smith & Wesson police revolver in .38 special or .357 magnum (though I would shoot .38s out of it).
Ruger GP 100 and Security Six, Smith & Wesson Models 10,15,19, 64, 65, 66, 67, etc. Make sure a gunsmith or knowledgeable friend takes a look at it first. There is a sticky in the revolver forum at the top about what to check for.