id go to academy. they are the cheapest. .40 seems to be the most popular, but i prefer a .45 or 9mm. i beleve the AF/army standard sidearm is the baretta 9mm, which academy sells, and you may already be familar with it.
BERETTA 92FS 9 MM HANDGUN
but, if you are gonna spend that kinda cash, most would say get a glock or XD. price ammo too. 9mm is like $8 a box and .45 is like $17. id also consider a revolver in .357 for several reasons. you can use .38 or .357 ammo and those are simple to use. just point and shoot, no saftey to worry about.