Looks like I might do some training classes, I am familiar with handling guns but it definitely could help to get guidance from an experienced individual on the proper methods. Maybe once I go through that process I might be able to make my decision.
@Angry Bill is there a reason you choose 9mm or 45? is it price/availability? or more on how they shoot?
There are many courses out there. I recommend taking a tactical shooting course. Most of them have shot, no shoot drills, as well as teach you to shoot from different types of government and concealment. And yes, there is definitely a difference between the two. I was a range master when I was in the dept, as well as an instructor. I co-teach a tactical shooting course out here and belief in practice, practice, practice, because when the Puruvial dung hits the fan, you will revert back to your training. With over 25 years of law enforcement and over 35 years of shooting both competitive and training, I stick what works. I also regularly shoot the ammo I carry in my gun, so I know how my gun performs with this type of ammunition.
As for the reason I prefer 9mm and 45 over other calibers, I go with what my training and ballistics research has shown me. Both those rounds are excellent in today's self defense ammunition, like Hornady Critical Defense or Critical Duty rounds, as well as the Federal Hydrashok rounds. I have done extensive testing on many of the rounds out there and these 3 are the best the public can get imho. Although I do carry Winchester Ranger SXT , which is a law enforcement ammo (I still have some) but i have been buying the Critical Defense for my new carry purchases. I also like he 380 round, but my carry which my Sig P238 is more limited to those times I must limit my gun size to a pocket gun. Otherwise, I carry my Springfield Armory 1911 EMP 9mm or my Kimber Ultra Covert II 45. Both are 3" barrels and are both outstanding conceal/work guns for me. The 40 S&W is a good round, but ballistic tests have shown the 9mm and 45 preform better. Others may agree and some will disagree. But, as I have said, what works for me, may not be good for you.
If I was still active LE, hands down I'd carry my Sig P220 in uniform or tactical entry teams. Takes a licking and keeps on ticking. But, it is a big gun to conceal.
Your budget may also play a part in whatever firearm you purchase. There are many out there. Like I said before, find a range that has many guns to try. Shoot various ones and ask questions from others that own the ones you like. Do your homework, as it is an investment for you, your family and your protection. To me, my life is worth a lot, so I carry what I want, no matter what the cost. Mdwest, Mwlabel and I are here if you need advice, as are several other great brothers on this subject.