I don't know where you are located... but in BC it was actually REALLY easy to get my non-restricted paper work in order.
Basically I signed up with silvercore for a super low fee for the year (I think it was 30 bucks?) and I got a long term ATT. I think my membership is good for a year and my ATT is something like 5 years. I can take my restricted gun anywhere in BC and Yukon as long as it's a direct trip to the gun range or a gunsmith. I don't have to be a member to one specific range and if a friend at a private club wants me to come out and shoot, I don't have to get any paperwork. I just pack my stuff and go...
As for a first pistol... I got mine at a gun show. The police was there doing gun transfers on the spot and made things really easy. Didn't have to wait to get my gun - walked out with it the same day. Flawless... I ended up buying a 9mm and I don't regret it.
I see a lot of people suggesting the TT33 because of the cheap surplus ammo. I would look into the places you want to shoot first. The 2 most common ranges I shoot at don't allow TT33 surplus ammo... so it kind of makes that gun useless to me...
9mm is pretty cheap to shoot. Almost every manufacturer has something in 9mm. Just go a hold a little of everything and/or go to the range and test different guns.
If you are on a budget, the cheapest guns I can think of are Norinco, Model Star B, and if you're lucky, you can find a surplus high-power, all for about $400.