As a recent first-time handgun purchaser, my advice is to purchase a .22, and to select it based on its own merits, not for similarities to your eventual planned SD handgun purchase. Find something reliable, easy to maintain, and most of all, fun to shoot.
When purchasing, I debated long and hard on whether to get a 22, a 9mm, or both, but came to the following conclusion: If I buy the 22 only, instead of the 9 only, the money I will save on ammo for my first 2000 rounds fired will basically fully pay for the 22, making it a buy-one-get-one-free deal. This is of course assuming you intend to shoot quite a bit.
Besides the $$$ reasoning, I also figured that after having done some shooting with the 22, I'd have a better idea of what I wanted from a self-defense gun. That has turned out to be very true. Features that I thought would be very important to me turned out to be not so important. Others I hadn't considered before were now on my radar. Also, spending time at the range, I've met a lot of new people, learned from their experience, and tried some of their guns. When I did finally purchase my 9mm (last week), I did it from a much more informed position, and am more happy with my purchase than I would have been if I had made my decision when I was more ignorant.