RE: Handgun 9mm .357sig .40 .45
If you want to shoot frequently, 9mm is clearly the way to go (unless you drop to a .22lr pistol) due to cost. If carrying it for defensive purposes is a consideration, all of those calibers are decent for personal defense when loaded with "modern" hollow point ammunition. It will ultimately come down to personal preference.
In terms of caliber, although they differ sightly in energy and maybe not so slightly in diameter, they all ultimately make similar sized holes give or take a little depending on ammunition choice, composition of the target and so forth. You hear caliber arguments all the time, but with modern ammunition choices, as far as your target is concerned, it's a moot point. Well placed shots mean a lot more in the caliber war than energy.
Make sure you take the time to send some rounds downrange with all the models you're considering, back to back if you can, to make sure you get a good feel of how they differ.
Personally I chose a Springfield "loaded" 1911 in .45ACP, and a SIG P226 stainless 9mm. I carry the 1911 because I'm more confident with it. I've owned that longer than the SIG, although if I put more rounds downrange with the SIG I could build up my confidence enough with that to be comfortable carrying it as well.
Edited to add the following:
If you do get a 1911 platform pistol, keep in mind that a few companies out there make a .22LR conversion kit for it, so you can practice with it very inexpensively instead of having to fling expensive .45acp downrange all the time. The only thing you can't practice for that way is recoil, but you're still practicing using the manual safety, get to use the same grip, and so forth. Just a thought.