Depends on what you want to spend. A handgun and holster can range Anywhere from 4-1500. Your size doesn't really matter as long as you don't get a hand cannon like a desert eagle or a 44/357 magnum. Pretty much anyone can handle a 9, .40, or 45acp.
A lot of people swear by certain calibers and gripe about others. Few key points:
-cheapest of the big 3 defense calibers
-almost always 1-3 more capacity than a 40 and twice that in a 45 mag.
-less muzzle flip than a 40.
-a happy medium in size between 9 and 45.
-decent capacity (more than 45 but less than 9mm)
-I have found specialty defensive rounds like EFMJ(expanding full metal jackets) easier to get a hold of than 9 or 45
-the only draw backs I know of are slightly more muzzle flip than a 9 and because its a high pressure round you tend to wear out slide springs a bit faster.
- if you want a 1911 it's much easier to find it in 45 than any other caliber.
-lowest of all capacity magazines.
-love the recoil because it pushes back into your hand vs flipping up I've found.
-makes a slightly larger hole than 9/40.
-Costs the most per/round
For your first gun especially self defense of suggest a glock 19. It's on the cheaper side with extremely good reliability. The model 19 is a 9mm so it has the best capacity/price and you can get a 33roumd mag as a spare. If it doesn't come with night sights its a good investment to get. With a holster and a new glock 19 with night sights your looking at 550(plus tax)+100 for nights + 35-50 for a holster. So figure 700 before tax.
If you are paranoid about not having an external safety then don't get a glock. Honestly if you goto a local shooting range and shoot a few different models and calibers you will find what fits right.
I personally own a sig 229 sas gen 2 in .40 as my main open carry wep and a "baby" glock 26 in 9mm as my backup. The sig 229 was 1200 and came with night sights. The glock was 499 and came with contrast sights.
Hope this helps!