In my neck of the woods 9mm is cheapest followed by the 40 and then the 45 is the most expensive of the 3. The 9mm would be cheaper to shoot and would be an excellent defensive weapon with good ammo.
Many people I know find the 40 S&W to have snappier or harsher recoil than the 45 acp. I don't find it bad at all but it can be a little unruly in a Glock 27, shooting fullhouse Double Tap ammo.
I like Glock pistols myself, along with Sig Sauer and Beretta. As long as you go with what you like is all that matters. I would definately pick something from one of the major brands though. Look at Glock, Springfield XD's, S&W M&P, and Ruger...just to name a few in the price range you mentioned.