Go to local gun shows. Go to your local gun stores. Haunt the online gun sales folks. Go to places like Slickguns -- get a feel for prices. Pick something close to your price range - see if you like it (grip, etc.) then make the plunge. My suggestion is a 9mm -- midsize or full size. Don't start with a small, hard to hold, pistol -- that's a good way to develop a flinch that will follow you around. Makes being accurate near impossible.
Shooting is NOT about being "macho", nor is it about withstanding pain -- it is about putting bullets where you want them to go. It's hard to be precise when you cringe at the thought of the recoil -- that's why so many "suggestions" some folks make to women insures they will never become shooters. Men are not that different - some just pretend to be.