The answer is; the one that fits best in your hand. Too many times people get caught up in "i want a glock" only to find out the grip angle is a PITA. But they had to have a glock...!! The glock is a great gun but make sure it fits you comfortably. I just purchased an XD9 which fits like a glove. What i suggest is choose the caliber you are interested in. 9mm, .40, ,45. Decide what the purpose of the gun will be, try to shoot said calibers in the guns that fit you well. There is nothing worse then someone who wanted a .357 only to find out they can't handle the recoil and muzzle blast.

Most shooting ranges let you try out a few guns. And with todays loads, there isn't much difference between a 9mm, .40, etc..... there is, but not as much as people think. And don't be afraid to look at revolvers. There are plenty of very good ones out there. If it fits you will be better off in the long run.

Just find the gun and caliber that you can shoot well. That is the first step to becoming confident with your firearm.