Well, if you are looking for something new, I would maybe look into a Sig Pro. It's a good quality weapon and fairly affordable. I have seen them new at Academy for $499. The 2022 in 9mm would be cheap to shoot. The downside is that it won't conceal very well. If you don't mind getting a used gun, maybe you could look into a 1911. You really can't go wrong if you go for a name brand like Colt or Springfield. Actually, you could probably get a new Rock Island Armory 1911 and stay in your budget. I don't have one but I have a compact 1911 made by the same people, Armscor and it runs smooth. Most people that own a Rock love em. The downside would be .45 is a little more than 9mm.
If you're wanting a wheel gun I think an LCR might be a good compromise. Lightweight, .38 special would be cheap to practice with and it looks like it would conceal well. I plan to add one to my collection when finances permit. If you can find one at the right price, also check out the Ruger SP101. .357 can be a little pricey, but you can practice with .38. It's pretty tough so you could use it for CC, home defense, or a range toy. You might want to check out texasguntrader.com too. Anyway, that's the best I can come up with off the top of my head right now. Maybe the best thing to do would be to head to a couple of gun shops and get your hands on a few? Maybe then you'll get an idea of what you're looking for.