Handguns: I'd suggest a used S&W K-frame revolver, or the Ruger equivalent. By shopping around, you'll be able to find them under $250. .38 Special or .357 Magnum will do for defensive use (the latter preferred, but not absolutely necessary).
Shotguns: No question - either get a Wal-Mart special (Remington 870 Express or Mossberg 500) new, or (my preferred method) check out pawnshops, etc. for used Remington 870 Wingmasters. The last one of the latter that I bought was in great condition and cost me $175!
Rifles: SKS in semi-auto, milsurp in bolt (Yugo Mauser, Mosin-Nagant, etc.). For a .22, there are lots of options, particularly at Wal-Mart and similar vendors.
Semi-auto (I assume you mean handgun): Difficult. There are those who love Makarov's, but I've seen several very disappointing examples, so I'm not sold on these. I'd suggest a good-condition Star Model B in 9mm., as these can be very reliable, but I've seen lemons here too. If you can find one in your price range, the Ruger pistols tend to be built like blockhouses, and be pretty reliable. Overall, however, I'd say that for $250, you won't get a great pistol.