if it was just for the range I'd say get a .22 but if it's dual role then get a 9mm. it's one of the cheaper centerfire rounds out there but still has the punch to do the job. you need to go to a gun shop to see what fits your hand the best. finger off the trigger start from a low ready position, bring the gun up and see how fast you can line up the sights. you also want to be sure the grip is comfortable and controls are easy to manipulate. take a look at S&W sigma pistols which can often be bought for $300 or less. also look at S&W M&P, springfield XD, beretta, glock, generally any big name brand is likely to be good. also take a peak at Sig Sauer they're probably more expensive than you want to spend but you might decide it's worth it. Do not buy a gun the same day you go into the gun shop. instead write down the ones you like and do a little research.

when it comes to self defense ammo you need to keep a couple of things in mind. most SD ammo is +P, I'm not a fan of +P but it sells. Read the manual of your gun to see if it's +P rated and shop accordingly. the other thing is whatever super-duper hollow points you get run 100 of them through the gun to make sure it will function. if a gun can't shoot it's absolutely worthless.
http://www.ammunitiontogo.com is a good place for SD ammo