A Glock, Springfield XD or XDm, or Smith & Wesson M&P are all top notch guns. My personal preference--and that's all it is--is for the M&P just because it feels best in my hand. The main thing to remember is that if you get a gun that is so big and heavy that it's too uncomfortable to carry all day it will be left behind at home or in the car. If the day were to come when you need it you want to be sure to have it. The mid-size Glocks--model 19 9mm or 23 in .40 S&W--are my favorites. If I were going to get another Glock, I would choose one of those two. The M&P and Spingfield's XDm in 3.8" barrel version are close to the same size and weight, but a hair bigger than the Glocks. Both the M&P and the XD/XDm series are available in compact versions though. Today I picked up something I hadn't tried before, a SigSauer P250. It had a good feeling grip and a decent double action trigger. S&W's new SD9 or SD40 is another one to consider. Another thing to consider is this: Springfield and Smith & Wesson are offering "kits" with their pistols right now.http://www.the-m-factor.com/html/home.htmlhttp://www.smith-wesson.com/webapp/wcs/stores/servlet/Category4_750001_750051_764151_-1_757781_757781_image http://www.smith-wesson.com/webapp/wcs/stores/servlet/Category4_750001_750051_757962_-1_757752_757751_image
I've owned 9mm, .40, .357 Sig, and .45 caliber versions of a lot of semi autos. 9mm is by far the cheapest to feed, you can find some great deals out there on ammo. The .40 S&W has more umph than the 9, but less recoil and higher capacity than the .45. The .357 Sig is a .40 case necked down to .357 cal, with ballistics comparable to the .357 mag. The ammo is probably the most expensive, though. I went with a M&P40 because during the height of the ammo craze of the last couple of years there was ALWAYS .40S&W ammo at the local WallyWorld, and because it does have a bit more umph than the 9mm. I wouldn't feel handicapped with a 9mm though.
Now, if you look at revolvers there are a lot of good choices out there. My favorites are still the Smith & Wesson 638 and 642, but both are available in .357 magnum (649 and 640) versions that are heavier than the lightweight snubbies, but no worse to shoot than the Airweights with .38+P ammo. Ruger's new LCR is a neat revolver, light but not punishing to shoot with standard loads and not too bad with +P's.