I've been through this myself, and my practices have changed quite a bit.
I started teaching myself to shoot about 3 years ago, and I've only really been shooting handguns for 2 years (I'm only 23, so I could only buy my first handgun 2 years ago, and my parents didn't raise me shooting, so I've had to make do the best I can).
(Also, my first handgun was an HK P2000 in .40S&W, so I can tell you that I think you will be pleased if you get the USP. I also have a Sig FWIW, but I do like the HK better, though that's just my opinion.)
At first, I would bring 250 rounds out with me and try to blaze through all of them to "get better." I found that, with very little shooting experience to start with, I gave myself quite the anticipation reflex quite early by pushing it that hard. It's been a long road to overcome that flinch - snap caps were very helpful, as was dry firing.
What's more, with rising costs of ammo, even 250 rounds of .40S&W has become expensive.
Eventually I spent the $200 and bought a S&W 22A .22LR pistol. That has helped me immensely in developing my basic marksmanship, like sight alignment / sight picture / trigger control, while allowing my to shoot about as much as I want without fatiguing that much, or spending that much money.
These days, when I shoot pistols, I bring only 50-100 rounds with me (regardless of whether it's 9mm, .40S&W, or 45ACP), plus a brick of .22LR ammunition. I "warm up" by shooting several groups with the .22LR, then shoot groups with my defensive handgun, then shoot defensive drills with the defensive gun, and when I run out of centerfire ammunition, if I want to keep going, I'll shoot more drills with the .22LR. Just because it's not full-power ammunition, doesn't mean that it's not useful to practice with, in my opinion.
My approach has become to shoot frequently (at least once a week, if possible) for short durations, so that I don't work against myself by wasting ammunition, developing bad habits, and throwing my money away. Although others may have more skill and / or money than I that could make shooting more rounds in one session a good investment of their time and resources, this works for me (plus I'm only about 20 minutes from my range so it's not hard for me to make it out on a regular basis - I know this may not be the case for many people).
You will have to determine the correct balance of intensity vs. endurance for yourself, but here's just a thought - don't wear yourself out every time you shoot. When you start getting tired, pack it up - after that, your shooting will suffer and you may only ingrain bad habits. As others have said, bad habits are very easy to learn, very hard to unlearn.
One last thing to consider is dry firing - you don't have to shoot a single round, or even leave your house, to get good practice. Spend time drawing your weapon, obtaining a good sight picture, pressing the trigger, reloading, clearing malfunctions, etc. (just remember to UNLOAD THE WEAPON FIRST, and don't dry-fire with a rimfire gun - may break the firing pin, but centerfire guns should be a-ok dry firing with or without snap caps). That's a great way to stretch that training dollar, and it will pay off when you do go to the range to shoot for real.
Whatever you decide, remember to have fun!
