Thought I'd say hi first. Recently took an interest in handguns. I'm pretty serious about buying one, but have very little experience.
Home defense comes to mind for a reason to buy, but I am mostly excited about buying one for shooting just for fun. Being new at it all, I was thinking along the lines of a 9mm, but it was recently suggested that being new I should consider a 22 because of the cheap ammo, and because of my lack of experience.
I think you desire for a 9mm is right on! Its a fairly inexpensive round, not compared to .22, but when compared to others in the self defense bracket(.40, .45ACP, etc). I don't agree with the notion that you should start with something like .22, unless you want it to feel like a pellet gun that ate its Wheaties.
9mm is a substantial caliber for self defense, especially when high pressure hollow points are being used, and it's recoil is very maneagable and easy to shoot. If you got a smaller caliber, I could only see you going through a few boxes of ammo, and wanting something bigger!
But, as someone will undoubtedly recommend, go to the rental range and shoot a whole bunch of guns, in a few different calibers. There is a gun and a caliber that is right for you. What someone else swears by, may not be at all what you need. Good luck!
I'm in the same boat as you. A couple of weeks ago I had the opportunity to shoot both a 22 and 9mm. I'm planning to start with a Ruger or S&W 22 and use that for a while. At some point I'll move up to a 9mm and let my son use the 22. I figure cheaper ammo at this point will be a good thing for me.