You're never going to hear me recommend a .40 as a first gun. Very snappy round and ammo is pricey compared to 9mm, which is usually my suggestion for a first gun.
As for your wife, is there a range that rents guns near you? If so, let her shop and shoot (and you should too). She needs to be the one that picks her gun, not you or us, as she will be the one who will have to shoot it accurately if the time ever comes that she has to use it defensively.