Awesome thread!
My thoughts:
(1) Take received wisdom, especially popular internet opinion, with a big grain of salt. A lot of the things and practices I finally found worked best were minority recommendations. A lot of the "best choices" I eventually made reflected my personal values and situation. The internet firearms community is chock-full of strong opinions, mob psychology, and people trying to identify themselves culturally through their choices (e.g. angrily insisting on the 1911 for people whom it doesn't suit... and I love the 1911). Also, numbers do not make correctness. The Glocks may not be a good choice for all people, either. Sort carefully, and consider the source.
(2) Be very honest with yourself about what works for *you*. The coolest, most exclusive and expensive holster might not be the one that actually feels good and conceals well. Even if some person insists you can conceal a BAR, maybe you can't.
Eg. my most-used and most-useful holsters are a simple cloth SmartCarry and an IWB AKJ concealco. Both were inexpensive and quick to obtain. And both work far better, for me in context, than my beautiful Alessi rig or the extremely popular C-TAC.
(3) Take practical training earlier. It's very helpful, even if you are the sort of person who learns well by reading and self-study. Few other situations will cause you to drill and practice to the same degree as a quality 2-day course.
(4) Be honest about safety. There's a lot of swagger out there. In reality, most people reading this are not really likely to get into a gunfight. So, it's probably important to concentrate on the real but unglamorous thought of negligent discharge. Figure out the equipment, habits, and mindset that will keep *you* from shooting someone accidentally. I read a lot of stuff about why I would be a bad person if I ever got a gun with a "safety" of any sort. But it ends up working much much better for me (chose the HK P7 ultimately, which dodges the issue in an elegant way).
(5) Buy a J-frame .38 earlier. So damn useful even if not very sexy.
(6) Try as much as possible in terms of equipment. I believe it's probably best to own only a few CCW guns, in order to maintain proficiency, but it's good to try a lot on the way.
(7) Skimping on quality, on the other hand, will only cause you to spend more later.
I would personally have spent less time considering teeny weeny mouse guns (hold the flames; they do have their place!)
(8) View caliber opinions with skepticism. What you like to shoot might be very different from what you think or what other people find. My wife likes the .44sp/mag. I like the 357SIG but hate the .40. I like the .45 but find the 9mm actually a very good choice by the #s, despite its "small size".
(9) Buy a good belt right away. It doesn't have to be expensive or huge, just stiff and of good quality. Today, all my belts are technically "gun belts" but they sure don't look it.
(e.g. 1.5" tapering to 1.25" inches)