For starters, I’d suggest 9x19 over .40 S&W. More affordable, and a very proven round. My first defensive handgun was in .40 (FNX-40), and I’ve since switched over to 9mm.
What kind of pistol really depends on your budget. If you’re going to be shopping in the $300-$600 range, the options are staggering. However, in that category, I’d suggest either a S&W M&P, Springfield XD, Glock, CZ, EAA Witness, or Jericho/Baby Eagle. Hard to beat Glock’s reputation, but I don’t care for the ergonomics. CZ 75’s have been used by police/military across the world for decades, and the newer SP-01 is an excellent polymer handgun. Both the EAA Witness series and Jericho 941/Baby Eagles are essentially clones of the CZ 75 design, so while they’re often going to be cheaper than a CZ, they’re still great handguns. Different aesthetics from the CZ as well. Springfield XDs and S&W M&Ps are fairly new designs, but both handle quite well, though I prefer the XD. Partly from a comfort standpoint, but also because it’s actually Croatian (XDs are Springfield’s licensed copy of the HS2000).
I would second the recommendation of 9mm para, but I’m stumping for the Beretta 92FS. Not exactly in the low end price range, but I find it to be very well made, very reliable, and very accurate. I know some people deride it for its weight and size, but I have giant hands, so it has always felt quite well fitted to me. (I also don’t like the concept of trigger safeties, so appreciate having not only a manual one, but also that the firing pin rotates out of alignment when it is on safe, but thats just me). What it comes down to though is make sure to go out and shoot a variety of options! Either borrow from a friend or rent from a range. The first time I fired the Beretta, I knew it was the gun for me. It just felt right. (If you have your heart set on .40 S+W, the Beretta 96 chambers that, but I’ve never fired one, so can’t really comment).
My sugestion is to find the the MODEL you like first, i.e. Glock, XD, M&P. Pick it up. “Finger fuck” it. Get the feel of it. Make sure it’s comfortable in your hand. Personal ergonomics is vital (VITAL) to all other aspects of pistol use. If it doesn’t fit you, you will never have consistant accuracy. Consistancy saves lives, so you can see where I’m going there. After you figuer out what fits, then talk about calibre. You need to be able to handle the calibre you choose, and so does the gun. A smaller, lighter gun is not easy to shoot in a larger calibre. For instance, I shoot a .45XD. It has a 4” barrel. Before I bought it, I also shot the Glock 30 in.45ACP. Didn’t like it. It just had too much rise, and my hands were too big to properly control it. The 9mm Glock sub-compact is much easier to control in that size gun. If you cannot control the gun, you cannot make those critical follow up shots that are vital in SD gun handling. Once you pick the model and calibre, see if you can rent it, and shoot it, just to be sure. You’d be suprised at how it will help your decision making. Good luck Bushi357