The H&K is a significant investment that is not usually an "entry level" gun. Great choice, though!
Shoot all three. Some folks think the 9mm lacks "stopping power" but the .45 is sometimes a bit much to handle, especially for a new shooter. Also take into consideration the amount of money you'll be spending on target shooting. You should shoot with your defensive rounds as well. The .40 is my "just right". Felt recoil will vary depending on frame and grip size.
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