I have 2 9mm's, 4 .45's, and a few others and I like them all.
9 is nice for playing around and 45 is nice for playing around but is a little more money.
If you want more blast you should get a 45 and start handloading then you can shoot for less than the price of 9mm and have a light load for everyday plinking and load it up a heavy for some more excitement and boom when your in the mood. I have a 45 load that is so light there is hardly any muzzle flip and another load that has some pretty good power.
There are plenty of other great cartridges out there like the 10mm, 400corbon, 357sig, 44mag and 50AE (Desert Eagle for the last 2) but ammo is a little harder to find and can be quite a bit more money.
Best advice I can give is to find an indoor range in your area that will let you rent pistols (hopefully you have one) and try a bunch of different guns and cartridges, and buy the one you like.
It may get a little spendy, I've spent a couple hundred in an afternoon trying different pistols at the range in the past but it will let you see which platform fits your hand best and which caliber you like the feel of. You don't want to buy a gun that has so much boom that it causes you to flinch and tense up every time you start to squeeze the trigger.
The level of muzzle blast that causes that reaction is different for everyone.
No one on here can tell you what will work best for you, we will tell you what we though about pistols we have shot but what works for me may not work for you.
If you don't have an indoor range around that lets you shoot their pistols then the best thing to do is spend a lot of time at the local range and offer to let guys shoot your pistol in exchange for letting you try a couple mags through theirs. I have shot a lot of different pistols at the range that way and it's a nice way to meet new guys in your area.
Good luck