9 mm is plenty and has been plenty over here in Europe.
But buying a gun is much more then price. You should try diffferent guns in different ammo types for the one wich suits you best.
fit to the hand, trigger feeling, recoil,..
Then you should go for a system.
for instance, if the SIG suits you, you can start of with the Mosquito .22 LR (mind to buy high speed ammo though), to practice very cheap.
for me, I like the HK USP most, because I have VERY large hands and I like the mild recoil. SIG are OK, don't like Glock (small controls), High Power or Beretta but that just the individual fit for me.
Greetz
Peter