[DoctorDulitlBest]

Right on, well then here are some suggestions I have. If you do find yourself wanting a 9mm most guns come in many calibers these days.

Low end 1911 by Springfield Armory, maybe Taurus. (Not a Taurus fan.)
Good:
-Large Frame/good weight
-Can also be bought in 4" models if size is a concern for CCW.
-Grip/Thumb Safety
-Room for customization, can literally be the gun that grows with you.
-$500-$600
Bad:
-Not a good deal of room in the trigger for wearing gloves. So if you plan to shoot in the cold, gonna need some thin gloves.
-Pretty basic in the line of 1911s when it comes to features and looks.
-Maintenance, lets face it... 1911s breakdown and clean up isn't at all like modern guns. Timely timely timely.

Springfield XD:
It is similar to the S&W goliath suggested but a little more affordable (atleast from what I have seen.) ~$550, this is a popular line of theirs and all I have shot were pretty good.
Glock:
You'd be surprised how affordable they can be, ~$570 can get you a new .40S&W glock. They are tried and true.
Beretta:
Decent guns, their polymer parts feel cheap compared to other makers though. But a 96A1 .40S&W is a decent gun and pretty affordable, so is their compact line called the PX Storm or something. It is similar to the XD but I believe can be had for less. It also has an accessible hammer.
Ruger:
IMO, ****. Avoid em. lol. =p

Goliath's suggestion was pretty strong based on what you're looking for. But I'd get it in a .40S&W. I prefer it in a terms of self-defense round and overall ease to obtain and cost. I have a bitch of a time getting .45acp ammo at times. Do some research for your area on ammo and prices before purchasing. The XD and the MP40/45 have pretty good clearance for wearing gloves in the trigger. H&K was the best with this...their guns left tons of room. The guns in this price range are mostly polymer frames (save for inexpensive 1911s) but get a feel for them if the weight feels right loaded and during fire...then you're golden. I prefer a heavier gun myself.

I threw the 1911 in there because its just such a great gun and I feel it deserves to be noted in consideration when gun shopping. While there are more draw backs compared to newer guns, they bring a lot to the table.

And again I am no expert, Goliath knows 10x what I do so I'd hold his suggestion high, but these are all things I looked at and experienced when buying my first gun last year.

Don't forget to check your local pawn shops if any available, a used gun doesn't mean its a bad gun!
Happy Hunting!