Hi,
thank you for your service. Now that you back in civilian life you probably need to forget a few things you have learned while in service and need to learn a few things that you were never taught. This will help to dispel some of the caliber and ammunition choice myths:
Best Choices for Self Defense Ammo,
An Alternate Look at Handgun Stopping Power,
Terminal Ballistics as Viewed in a Morgue and
Link Removed.
There are always trade-offs involved. The more energy a projectile has and the lighter the gun, the more recoil you will have:
Handgun Recoil Table. A bigger the bullet will result in a bigger wound, but also in lower handgun capacity. Most of handgun shooting is not a hardware problem (i.e., gun and ammunition), but a software problem (i.e., training and practice).
The 9mm FMJ you may have carried in service is not the same 9mm JHP we civilians carry. Most veterans I know carry 9mm or .45 ACP. Common choices are Glock 19 or Glock 21, a quality Commander-size 1911 (not Kimber, no compact 1911 in .45 ACP), and Sig Sauer P226 or P229.
There are a number of other factors that are important as well, such as long-term reliability, the ability to replace broken parts (by yourself or via the manufacturer warranty), shoot-ability (do you shoot well with it), and carry-ability (can you carry it every day).
Last, but not least, go to a range that rents handguns and try them out!!!
PS: Here is a video on the damage certain ammunition causes: 9mm vs .45 vs Rifle A Dr's View of Gunshot Wounds (graphic photos)