In my opinion, and only my opinion,
Being your first centerfire pistol, I'd probably say 9mm.
You (like me, and everbody else) needs all the practice they can get. A 9mm will allow the most bang for the buck, as already stated.
You can walk into WalMart (I'd rather not, but I could) and buy 500 rounds of Winchester "white box" 9mm practice ammo for something like 50-55 bucks- about half what the same in 45ACP goes for.
I carry a 9mm often (Browning HiPower or HK P7M8), and feel fine about it.
But, when I can, I carry a .45ACP 1911, because a little more can't hurt.
For that matter, if I could hide it, I'd carry an M1 Garand.
I feel that the biggest negative to the 9mm is that there are only a few effective types of defensive ammo available.
I like CorBon 115 jhp+P, 125 jhp+P; and Federal 115 jhp (Fed's part number 9BP) or the Fed 115 jhp+P (9BPLE).
The Winchester Ranger 127 grain +P+ is favored by a lot of people, but I have no experience with it. It is intended for Law Enforcement only, and is usually harder to come by.
The 45ACP, on the other hand is just dandy in almost any configuration, except the really light bullets- again, in my opinion.