Haven't bought anything yet. I will most likely get a .22 though. I'll see what the shop has.
As others have said, definitely a good choice for a first handgun. People who've never shot before (and I don't know if this is you) are generally first surprised by both the noise and the recoil that a firearm generates (even a small caliber one). Better to start smaller and get used to shooting before moving up to a higher caliber. You may even find that you prefer shooting the .22. It's certainly cheaper.
Also, while a larger caliber firearm obviously offers more stopping or killing power, make no mistake; a .22 will kill you dead. Learning gun safety is far more important than being the most accurate shot in the world.