PLEASE PLEASE PLEASE find a range that rents handguns or hook up with friends or co-workers that own some handguns. Do not just buy the first gun mentioned here without having fired anything else. Guns are just like cars, everyone likes different things and not all handguns are created equally. I am probably going to catch some flak for this, but do not just buy a Glock. The Glock has grown very popular but not for all the right reasons (damn movies). I mean zero disrespect to anyone here, but so many people I have met who are pro-Glock have either never fired much of anything else or are police officers who believe the department only buys the finest handguns. Most police officers fire less than 50 rounds a year, and its only to re-qualify. Most cops are not gun people. However, the one's who are usually have some very nice toys.
I personally can't stand Glock's. They have a long, inconsistent trigger pull, funky sights and feel like you are banging two small crowbars together when they discharge. That's just my opinion, but you need to be able to decide if the Glock is the gun for you based on firing some other handguns.
For the given price range, check out the Springfield XD line:
http://www.springfield-armory.com/xd.php
and the FNH line:
http://www.fnhusa.com/le/products/firearms/group.asp?gid=FNG001
As far as caliber, again, its best to find which fits your shooting ability the best. For me, it's all about the .45 over anything else. I am not going to go over penetration vs knockdown, that could go on forever, but again, don't just settle for the ever popular 40. Don't let mag capacity be your primary choice. If it takes you 17 9mm rounds to defend yourself against one person, you may want to rethink this whole equation. Remember, a spray and pray approach could land you in prison if any strays hurt or kill a bystander.
If you want to save up and go high-end, check out HK:
http://www.hk-usa.com/civilian_products/pistols.asp
You are paying more per square inch on an HK, but they are some of the best. I own several HK's, both handguns and (older) rifles and they are all top notch. Reliable as hell, never a failure and the fit and finish are second to none. I carry an HK45C on me everyday and trust my life with it. My oldest HK is a USP .45 which has fired close to 10k rounds and has yet to hiccup. That one is a little large for carry, so it sits in the nightstand.
This is a big decision and you need to make sure you make the right choice. If that choice ends up being a Glock, then good for you. However, don't end up like so many people I have met at the range who knew nothing but Glock. They fired my HKs, FNH's, Kimbers, and even my stupid .44 Desert Eagle and realized there is so much more out there. Some still stick with Glock, others have switched. Take your time, it will pay off in the end.