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Get the biggest caliber you can shoot accurately.

Any Sig is a good choice, but heavy. If you want to go for a 45acp, Sig has a P245 and the new P220 carry.

I have a P229 in 357SIG with a 40S&W barrel and a Bar-Sto 9mm conversion barrel. Shoots 3 calibers with the same magazines. I won't carry with the 9mm conversion but it is cheaper to practice with.

The Sig P229 is the most expensive pistol I own, but.

I carry a Glock33 or a Kel-Tec P11 98% of the time..........., Because, they are smaller and lighter than the P229.

Look into which 40S&W guns you can get a 9mm conversion barrel for.
If you buy a 9mm gun you can only shoot 9mm with it. If you get a 40S&W gun and a 9mm conversion you can practice cheaper.

FWIW; I have a 40S&W barrel for the Glock33(357SIG) and a 9mm conversion barrel.

You can buy 9mm under $6.oo/50
Blazer Brass 40S&W is $7.57/50 @ Wal-Mart
Blazer Brass 45acp is $9.47 @ Wal-Mart
357SIG is $14.00/50

You can't play golf with just one club, guns work the same way.........OE