In the past I started out with some simple .22LRs I aquired from auctions.
Ruger Mk II, an old Iver Johnson sealed 8 .22 revolver all cheap (less than $200 ea). Since then I have gotten into bigger handguns. Mind you I have only been in the gun acquisition game for about 2-3 years so I'm slowly building my 'inventory'.
I bought a used CZ-75 (Not a 75B, but a transition model w/o firing pin block) in .40 S&W. The customized handgun was well used and had many upgrades to it (SA only conversion, 2lb 7oz trigger pull, mag well, etc etc...) and came with 6 mags and prototype CZ Kadet .22LR slide (and 2 mags for that) for a huge sum of about $700. I'm CHEAP remember! :mrgreen: Anyways. I've put 5-6K rounds thru that since. I've replaced all 6 mags with 4 new ones ($45 US from CZForum member), bought a custom leather holster & belt for it, gained a few spare parts (slide stops, extractors, loaders, springs, etc.) and for under $1000 Canuck-Bucks have a fully serviced, slick, and wholly fun .40S&W.
If you are looking at a CZ-75B definitely get it in .40 S&W as only the .40 version automatically gives you ambi-safety & full length guide rods. 9mm version is one side safety and a enclosed plastic guide rod. I myself would love to get a S&W model 39 (9mm) as they are a fine handgun, but no Proby status available to me.
If you looking at buying new, get a decent handgun that feels right to you. If you really concerned about cost get a 9mm. 45 ammo is super expensive in comparision. .40 is the compromise between the two. 9mm frame sizes with power approaching a 45. I don't currently own either a 9mm nor a 45ACP but it doesn't mean I won't in the future.
Wow. I'm rambling. OK. I won't even get into how much fun I have with a .357mag.