Also for a first gun and one you plan on taking to the range, 9mm is a good choice I think. Not too much kick, and the ammo is cheaper. 45 would be a better choice just for shear stopping power though.
Whats the going rate for 9mm ammo at Walmart now? Last I checked they were always the cheapest, I think it was $15 for 100 rounds a year ago? Of course it was something like $8 for 100 rounds only about 5 years ago.