There is no one size fits all. It all depends on your use, your experience, size of your hands...blah blah blah. A smaller pistol is better for CCW, a larger pistol helps a bit with recoil. On the other side, A GSG 1911 in .22 long is awesomely cheap fun! Caliber is another factor to consider. Some swear by the stopping power of 45, some (like me) prefer the smaller, cheaper and much more available 9mm...that is up until shit went crazy a few months ago.
For about $500 you can pick up a quality semi-auto pistol chambered in 9, 40 or 45 from all of the big players. Sig Sauer, Kimber, Wilson will be substantially more expensive but worth the price when you get the money.
Most of the major players offer a pocket size .380 for roughly $350.
Things to research: striker fire, SA/DA vs DAO, polymer vs metal frame, price of ammo (ammo is hard to find these days but you can still see the prices on empty shelves at Walmart).
Do you want a rail for lights/lasers? Guide rod laser? Crimson trace laser? Changeable grips like those offered by Houge? Adjustable/changeable sights.
No one can answer what is the best for you, you have to do the research and balance that against your needs.
In semi auto pistols, I own a full size M&P in 9MM and a CZ P-01 in 9mm and a Sig P239 in 9mm. I wouldn't sell or trade any of them any day and I carry the Sig everyday.