Glocks run around $500ish new, you can get factory refurbished for around $475 (these are police department turn-ins that have had all the powdered sugar and coffee blown out of 'em and are completely rebuilt). Frankly, my recommendation remains to go with something like the Glock ... for reliabilty you really can't fault 'em, and I think it's worth the little bit of extra bucks (so says the woman who gets drool on the H&Ks every time she's in the store, even given that you can buy two Glocks for every H&K you take home).
Caliber is a tricky issue. Convential wisdom of course says that bigger is better, but if the gun is too big to easily conceal ... well, as the saying goes, a .32 in the pocket beats a .45 in the drawer at home.
I happen to like the .40, personally, midway between a 9mm and a .45, readily available (unlike the 10mm, which you have a bitch of a time finding ammo for). There have been a lot of studies on what are called "one shot stops" and the .40 does a lot better than a 9mm and only slightly less well than a .45, based on data collected from the streets, rather than just lab test of distance of penetration in gelatin.
It's also of a middling price to shoot in terms of ammo cost. Something in a 9mm would probably do you nicely. Anything smaller than that has a side-issue of sometimes bouncing off of heavy canvas or leather clothing.
Take a peek at
Kel-Tec. They have a small frame 9mm that a lot of people really like. I don't have a P-11 myself, but they are purported to be very reliable and accurate. Store prices for new weapons are LOWER than the prices specified on the company website. (I have gotten Kel-Tec products for at least $50 lower than the prices they show.) Also, Kel-Tec's customer service is excellent. The P3AT is brand new, and they are having some "issues" which are being quickly resolved.
Before buying anything though, try it out. Most ranges that are associated with gunshops have a rental case ... try before you buy.
Fair warning ... they ARE like potato chips.
If you are just looking for a home defense weapon, rather than something to carry, go for a shotgun. Heck, go for a shotgun anyway. You can buy them at flea markets pretty cheap. Think of the pistol in the nightstand as a means of getting to the shotgun in a home defense situation. Oh, and get a pump rather than a break-open ... two reasons, one is that you'll have more shells available to you, and two, nothing says "you're fucked" to a burglar like hearing that (*chick-chunk*) sound in the total quiet of a darkened house.
(Gun control laws are like OSHA for criminals...)