go with the 9mm or .40
9mm is way cheaper ammo, .40 is more powerful and becoming more common as most police forces are switching to this.
$600 Range Go with a Glock........ they aren't pretty........ but they work and rarely have jamming problems.
$800 Range Go with a Sig
$400 Range Go with a Ruger (basically a glock copy) I have them, never had a problem. And right now you can get a 9 mm (or .380) AND a .22 for $600
Stay away from kel-tec, and taurus
If you like going to the range a lot......... get a .22 to have (range only not for defense) as the ammo is CHEAP..........$15/550 Where 9mm will be about $12/50 and .40 $16/50