I've always favored the 9x19 cartridge I believe it gets unfairly criticized as weak and not as a man-stopper.
Out of all commercially available handgun cartridges I truly believe in terms of recoil, availability, cost, capacity, and effectiveness 9x19 has hit a balance that no other handgun cartridge has achieved thus-far.
For those of you guys who don't know - 9x19 has been around for over a hundred years. I don't think the same can be said about .45 ACP. The first gun to my knowledge chambered in .45 ACP is the Colt 1905. Also for those of you guys who say 9mm overpenetrates you are living in the past there are many aspects to penetration of tissue one of the biggest reasons being the weight of the bullet. Those of you familiar with handgun cartridges know that the .45 ACP bullet typically weighs twice as much as the 9mm bullet (230 gr vs 115 gr) and even though .45 ACP travels slower ~850-900 ft/s vs 1150-1200 ft/s the sheer mass of .45 ACP
often results in greater tissue penetration of the .45 ACP cartridge over 9mm.
Combine this with the fact that newer modern hollowpoints like the Federal HST and Winchester Ranger Ts are pushing the limits of performance of 9mm hollowpoints and there's no doubt in my mind that 9mm is an ideal handgun cartridge.
As for .40 S&W...
Well I have to give it some time. I've never really been a huge fan. More along the weight of a .45 ACP (180 gr typically) velocity ~1000 ft/s
Out of all three cartridges 9mm, .40 S&W, and .45 ACP - .40 S&W tends to have the greatest penetration, which necessarily isn't a bad thing, I think when you're talking handgun ballistics overpenetration is better than underpenetration. Especially when you consider the fact that many expert, like Ayoob Massad, consider accidental or collateral shooting to be far overstated.
For me .40 S&W is 25-40% more recoil than 9mm for slightly increased performance and I'm tired of guys trying to act macho and put up a false bravado and telling me to put up with the recoil. If I can get faster second shots with 9mm without the snappy recoil impluse of .40 S&W then I consider that a big advantage. The two things I can say positively about .40 S&W is that like all heavier bullets they tend to deflect less when hitting an obstacle - like automotive glass (which does strange things to bullets) and that .40 S&W has better post-barrier performance (typically) than 9mm (by barriers I mean things like walls and car doors).
As for handguns. We live in good times. There are many many good handguns out there and I used to work in a gun shop for a few years and what I would tell people is - if the gun is made by a reputable company you're probably good. A lot of really nasty arguments comes around from brand loyalty and simple hatred/distrust of other brands for various reason.
If you do want my opinion however, and this is just my opinion, the Glock 19 (Good pick OP) is the most balanced handgun in terms of size, capacity, weight, price, reliability, and it just has a damn good reputation. I know if I had to pick out only one of my many (excellent) handguns it would be the Glock 19.
Edit:
I read so much about people talking .22 LR here. I love .22s as well. Cheap to shoot and fun!
I've owned a Browning Buckmark for years and have been very pleased with it. The Ruger Mk I/II/III pistols are excellent too but .... well you guys know what.
As for a .22 rifle, well it was my first gun, I was a sheep
and bought a Ruger 10/22. Don't regret it at all. The price of the 10/22s have gone up since then but really the only real complaint I have about the 10/22 is the stock trigger... but, meh - can't win it all.