Make sure you don't get something you will be unhappy with. I'm talking about calibers here. If you don't like the way a .45 kicks, you shouldn't get one.

If you can, find a range where you can rent the use of a gun or two. I tried a 9mm Glock at the range and was hooked, same day I got a Springfield XD-9 in 9mm and would highly recommend the XD.