Just plain ole 9mm. First gun was a GLOCK 19 on my 21st birthday. With ammunition being considerably less expensive than 40 SW or 45 ACP I was able to shoot early and shoot often and become really comfortable with my gun. I could also put follow-up shots on target quickly and wasn't immediately intimidated as a first-time gun owner by the "stout" recoil of a 45 ACP round. I think 9mm is a great way to go for a first gun for a lot of people. I'd currently love to have a GLOCK 23, but I'd say loan payments need to come before other guns.
My first gun was a 44 lever rifle...I had no idea what I was getting myself in to. I ended up trading it for a Walther PK380, which was more suitable for learning on!
.45 in a Glock 36. I got hooked on 1911's a while back and bought G36 for a "truck" gun when I go out west. I haven't picked up the 1911 in a while except to show it off. (Dan Wesson CBOB)
.357 Sig in a Glock 32. Best carry cartridge on the market!
125 gr. bullet doing 1450 out of 4 in. barrel is as good as it gets. It will go through hard barriers with ease but still expands and doesn't over penetrate in soft targets. Shoots like a laser out to 100 yards, and still hits with the same Ballistics as a 9mm luger at point blank. All that performance with a small frame grip and still less recoil then the .40 s&w. Why choose anything else?!