Honestly, most of my firearms experience has been with shotguns.
I was favoring a .45 caliber, mainly due to my perception of it having greater stopping power and the fact that ammunition should be readily available.
A few I spoke with suggested a .38 but I don't know about how much stopping power it has.
The 9mm Beretta M92 felt very nice in my hands, but then again so did the Kimber 1911.
Feel free to correct any of my misconceptions or oversimplifications.
What is your recommendation or what do you prefer to shoot?
Go 9mm for your first. Cheaper ammo, less recoil, easier target re-aquirement.
Get a less expensive Springfield XD or something and see how you enjoy it. Then go for the gucci stuff and heavier calibre.
It all comes down to personal preference, however 9mm is a good round to learn on. Because it will take lots of rounds and as a result lots of cash to master it.
If you go 9mm, check out Glocks. They aren't pretty, but they are reasonably accurate and just won't quit. I do think it's a good idea to become proficient before you jump into a .45, unless someone else is paying for your training.
I know, it's just what I categorize as a "tool". If I could choose, it would probably be a Browning HP for me, or even a 1911 in 9mm...
For 9mm, nothing beats a Sig 226 for me. I am suprised about your browning HP comment.