I just bought my first gun (Beretta 90-two .40) in January. I have military experience and since the Beretta is the standard issue sidearm for the U.S. Military, it is what I am most comfortable, familiar, and accurate with.
Here is a little of what I learned from having to do my research....
In CO there is no waiting period to purchase a hand gun. You have to fill out some paperwork for a background check but the store/shop should have it back within a couple of hours. In CO, you do NOT need to register your gun with local or state authorities.
I applied for my concealed carry permit and should be getting it here within the next month or two. I don't plan on carrying just to carry, but it gives you the option to throw it in your backpack if you're going hiking without freaking people out or drawing attention to yourself. Also, I would hate to catch flack from a law enforcement officer because my gun slid under the seat while driving to the range, or my jacket partially covered my sidearm while camping/hiking. I'd just rather not have to deal with those potential scenarios, even though CO is an open-carry state. Besides, with a Democratic run house, senate, and White House, I'm trying to exercise my 2nd amendment rights while I still can!
As far as type of gun or caliber, Rover+Runner is right. You should buy what you feel comfortable with and can shoot accurately. Don't let "counter commandos" at stores tell you what you should or shouldn't buy. I've read that you should use the highest caliber gun for self defense that you can shoot accurately. At a minimum, probably a .38 or a 9mm. Don't let anyone talk you into a higher caliber gun than you feel comfortable with. Like I've always said, a 9mm round might not stop an intruder or a bear, but 12 well placed rounds sure as heck will!

: Both revolvers and semi-autos have their advantages and disadvantages. Revolvers are very simple and reliable, whereas semi-autos typically hold more rounds and it's easier to load another mag full of rounds into the gun. It's just personal preference. Lastly, don't buy a super cheap gun. Just like with anything, you get what you pay for and a gun (when you really need it) is the last thing you want to have problems with!
Let me know if you want to go shooting sometime. I'm actually due for a range visit.
