Originally posted by: Chloraseptic
http://www.packing.org/range/
Go there, click your state, and find a close range. Find one that offers rentals. Then go there, spent some money (Probably in the range of $100) and try out all the guns that feel good in your hand, and calibers you'd like to try. It's worth spending the $100 now, to find out which guns you like, or don't like. After you find out which caliber gun and make you want, buy it
Personally, I prefer my Sig P239, in 9mm. I would advise at getting a 'larger' gun in size, not necessarily in caliber, if you plan on ONLY using it as a home defense. If you plan on getting your CCW licence, then you may want to look for a smaller framed gun.
Whatever you do, don't think that the bigger caliber you get, the easier it will be to deal with a threat. Get a gun in whatever caliber you shoot the best with.
http://pics.bbzzdd.com/users/chlor/239tt.jpg