Glock man speaks the truth. I bought a Glock 19 as my first gun, and I will probably never sell it. It never jams, everytime I pull the trigger it goes pop, accurate, light, easy to conceal, easy to mod (don't get carried away here) and with 9mm, it is cheap and easy to not only practice but +P ammo with be a great protection ammo.
There are others out there, and many styles and tastes. For my money, I would buy the glock before owning anything. Not saying the others are bad, but the reliability and ease of use make it the best in the defensive category way ahead of the others.