In .22s, look into the Ruger Mark II or Mark III pistols, as well as the Browning Buckmark. I prefer the latter, even though I just sold mine.
9mm is a perfectly adequate round for self-defense, provided you load with good modern hollowpoints. There are about a billion good 9mm pistols out there from Glock (my own preference), Springfield, SIG, HK, Beretta, S&W, Kahr, CZ and others. Your first one probably won't be your last, but buy a quality pistol that holds its value, fits your hand, and suits your preferences - which will change as you learn about guns and shooting.