I will give you three standard recommendations.

Glock
S&W M&P
Springfield XD

I would recommend going some place where you can shoot them and then get what feels best to you.

Although I don't use a 9mm personally I recommend them. With modern ammo they are more than adequate for self defense and of the ammunition available in the self defense realm, they are the cheapest to shoot. Bulk ammo is way cheaper to buy by about 50-75 bucks cheaper per 1/2 case (500 rounds) than 40 and 45.

A good quality firearm and quality instruction will make you a happy man. I say quality instruction because there is a ton of people starting up firearms instruction and conducting (tactical) <img src="/ubbthreads/images/graemlins/barf.gif" alt="" /> courses that have no business trying to teach anyone a thing about firearms.