I started with a 22LR and they are a hoot. If you want trigger time, a ruger and a box of bulk Feds will give you an afternoons worth of fun for less then one box of either factory ammo. give me a shout if you want to go this route. Have a Ruger mk1 that I will sell to anyone starting out for dirt cheap.
Awesome trigger, target sights and accuracy better then any tuned battle pistol. exterior shows honest wear and tear but can easily be refinished.
I then moved to the 9mm. Reloads were not too expensive until lead/postage started heading to the moon. Still have a stash of FMJ's and stuff but the HGs are gone. Brass is dirt cheap. Free if you have cops training anywhere near by.
I also shot the 45ACP in a 1911 at that time. Shooting indoors, the report was much louder then the 9mm. Got tired of that and stuck with the 9mm for a few years. A very nice tuned 1911 that I should never have sold...
Recently, have gone back to a 1911 Commander aftermarket build up. Very nice shooting outdoors. Looking for that expensive brass is a bit of a pain. I now cast bullets and are ideal in this cartridge. Dirt cheap now that I make my own bullets. Easier to reload on the press as the larger components are easier to hold.
I love the 1911 platform and they fit my hand perfectly. Probably the nicest trigger on a battle pistol but time consuming to take apart and clean compared to a modern rig. Quirky and can need tuning to run reliably.
Now onto something modern. Tried just about everything and decided on the XD. Don't just pick the HG up. Shoot it. There is a huge difference in shapes, grips, triggers and fit. Nothing bad, just what feels comfy and controllable to you. There are some awesome pistols that I simply cannot shoot due to poor fit, that includes SIG's and Glocks.
Since I am now casting, the 9mm is a bit of a pain. Doesn't like my 'soft' lead bullets so the nod went to the 40S&W.
Lots of available brass. I loose about 10% everytime I go to the range...but then, I also acquire a bunch free from shooters and the range bucket so it works out like the 9mm. Brass is cheap.
Once you figure out which pistol you like (that's critical actually), the cal will easily follow. Factory ammo is a 9mm game. Casting really loves the 45 but brass is expensive. The 40 is the best balance I know of right now (water quenched WW with a light coat of Lee Alox is just right).
And that XD just runs and runs and runs. No tuning, no feed issues, Glockish trigger (better then some, not as good as a tuned 1911), accurate, good fit, likes my cast bullets. Furthest offhand shooting at milk jug size targets - 180yds and counting.
Jerry