I would lean towards the 9MM just for ammo cost, and ease of shooting at first. As others have said the CZ-75 variants are excellent including the 75B, SP-01, and the more carry friendly 75D PCR, P-01, and polymer Phantom and P-07.
Look at the Beretta 92 series also. Several full size and compacts to choose from. Nothing wrong with HK's, Sigs, but you'll pay a bit more, and then there is the ubiquitous Glock 17 and 19.