I am in the same boat as the OP; waiting to make a first purchase and trying to decide if 22 or 9mm is the right place to start. I am confident that I will definitely want to be shooting 9mm 'eventually', as I do plan on trying to get involved in some competitive style. The big dilemma is of course price points, and I am looking at it as a trade off: you can start off with a 22, learn perhaps with more ease and less cost (in gun and ammo outlay), but then you are stuck buying a second handgun once you get some experience.
I too had hoped to only have a single gun myself, but it is looking like this will be a tough proposition. What is the reality for amount of time or rounds of training on average required to get proficient enough that one could move up from 22 to 9mm?
Really appreciate all the great feedback and experience being shared here.