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Congratulations on getting your permit. That is a great feeling and a great responsibility.
I would certainly read, read, read before you decide. 9mm defense ammo is definitely adequate for self defense. Do a little comparison of the ballistics. No problem there. You can buy practice rounds for about 20 cents per round at Wal-Mart, so you can practice a lot.
I have large hands and prefer the Glock 19, but I much more often carry my little Ruger LCP (.380). It's t-shirt and shorts weather here in SC, and I can keep the LCP in my waistband or pocket 24-7. If you won't carry the weapon, it doesn't matter what caliber.
I would definitely go to gun stores that let you try (shoot) many weapons. Find one that fits your hand and that you shoot well. Then think about whether or not it is light enough to carry all the time. Maybe you can carry a Glock 19 or 26 in Winter and a true compact in Summer. Some folks can comfortably carry larger weapons year round, but I won’t, so it’s a compact .380 most of the time in Summer.