Definitely go to a gun store or range and get some hands-on time. With that said, do not buy the gun right then and there unless you are absolutely certain you know what you are getting. There are a number of gun counter guys who have an agenda they are trying to push, and I've seen these guys try and push guns that people either did not want, or had no business buying. Case in point is with a 1911. Some are good, some aren't, but if you don't know what to look for, you can be in a world of hurt. Then there's the occassional moron that will try and convince you that a S&W Sigma is just as good as a Glock, or that a Norinco pistol will be just as good as a Sig. Also, beware of the gun counter guy that says you have to have _____ caliber because it's more powerful/bigger/more death power than other loads. By now it should be common knowledge that most combat-capable pistol calibers perform the exact same across the board, but unfortunately you have a lot of people stuck in ignorance or emotional investment in a specific caliber being superior for some intangible reason.
Ideally, you want to go into a gun shop with a friend that you trust that knows their stuff about guns, but I understand that that's not always possible. Friends that know stuff about guns are always willing to go with you to a gun shop or range. My friends won't buy a gun without consulting me first, and they won't go to a gun shop to buy unless I go with them. Not because I make them, but because they know that I won't steer them wrong and I won't let a gun counter guy blow smoke up their ass.