I have just recently (about a year ago) been through exactly what you are asking and would like to share my experience.
First gun I bought was a Ruger GP100. Great gun, not too much with .38 special. Not cheap to shoot, and not as fun as a semi auto.
Second gun I bought was a Norinco .45. Again not cheap to shoot but really fun to shoot, and a hell of a gun for the money.
Third gun I bought was a cz75, and also a Kadet(22) kit. Got them both for about 1000 bucks, and that was a pretty good deal.
So out of all of the above the one that got the most use was the CZ. The others were expensive to shoot and I was developing some bad habits because of the bigger rounds. I absolutely believe that nothing can teach a new shooter better habits than a .22 and when you have a .22 kit on a centerfire gun it is a quick change over and those same habits learned on the .22 (good habits) will carry over to the 9mm. I would go to the range and buy a box of 9mm, and a box of 22, and shoot 100 rounds for 20 bucks after tax. I would start with the .22 and after 30 rounds shoot 30 of the 9mm. Then with the last 4 mags I would switch between the .22, and 9mm every 10 rounds to keep me from flinching.
I will also note that you can get the same kind of setup for a Glock which is what I am using now, as I just like it better than the CZ, but still have a .22 kit for my glock 17.
Check it out man. You could buy a dedicated .22lr but why not practice with the same grip, trigger pull, and weight of the gun you really want to shoot.
Now sooner than later you are gonna have to start reloading and thats when things get interesting. I love the .45 ACP. The 1911's are like the Honda's of the gun world. If you have one it is so easy to turn a cheap import into a fast, and flashy sports car. I love my Norinco, and am just getting around to adding some bells and whistles.