Prices from Cheaper than dirt. If price is a deciding factor then not only will the price of the gun itself matter but so will the daily feeding. I just shopped the cheapest price per round. YMMV
TulAmmo .45ACP, 50 rounds, $13.09 = 26cents/round
Brown Bear 9X19mm, 50 rounds, $9.29 = 18.5cents/round
Obviously the reason you want to purchase a gun should be your driving factor, self defense, personal carry, home defense, collecting, "Ohh, it's pretty!" and the personal lists go on. But ultimately you need to make the decision.
Find your self a friendly local gun shop with sales people that are willing to listen. See what type and calibre gun they carry and if they want to steer you towards their gun, consider there wil always be bias form most people that you talk to. But see if you can shoot a couple of different guns before you settle into any one gun so you can make your own decision.
Ballistics always needs to be considered. YOu'll get a lot of various opinions here about terminal ballistics. Do yourself a favor and do your own research on that as well. With all the modern ammunition today, it is possible to get the same "stopping" power in a pipsqueak gun as you can in a bigger gun, but there are so many factors to consider. Do your own research.
If you're a little person, a long slide, double stack .45 may not suit you and if your a big guy with ham hocks for hands, a pipsqueak, single stack 9 may not fit either.
I think most of the people on this site will tell you they have a couple of guns that they have tried and for some reason found it to not be "the" gun for them. I'm one of them. It took a while before I found what, for the time, is "the" gun for my purposes. So don't be discouraged, it may take a while.
Happy shopping!