That's a pretty open ended question!!
As much as I would love to agree with everyone else, the feel holding a gun in the store and the feel using the weapon are two different worlds. It can feel great just sitting in your hand, but if it don't stay put when you squeeze the trigger on a hot round, that all goes out the window. Half of all the handguns I've owned, I've changed grips on to increase comfort and shootability. A good aftermarket grip can make a world of difference in how the gun feels, both from a perspective of simply holding on to it, and hitting what you're shooting at. So, don't buy one just because it feels good in the store!
That being said... my first two handguns where both single action revolvers. Kinda senseless on the 22, but I was a kid and it was a cheapy. The dealer that sold me my 44 mag said I couldn't hold it down to shoot it fast enough to make a double action worth the difference. Which was true to the extent of shooting magnum rounds. With 44 special rounds, yeah I could have, but I never regretted the choice. You simply get used the grabbing the hammer at the top of recoil and it's cocked again when you get it back on target. That one I changed the grips on!!
The ability to shoot multiple rounds from a single gun would definitely be a consideration for a first time handgun owner as well. Either the 44 mag or 357 mag afford you the ability to shoot a lighter load, at less cost, for practice, target shooting, or general plinking. Both the 44 special and 38 loads are pretty comfortable to shoot, and they go a long way toward helping build your confidence in handling and shooting the weapon. Which is definitely a big plus for a new handgun owner! If I had to recommend a first handgun, for this reason alone I would recommend a 357 or 44 revolver.
I presently own several auto-loaders, a Berretta U22 Neos. Which is a great little Semi-auto 22. I absolutely love it! Great if you want to let the wife and kids shoot it as well.
A Rock Island Armory 45 ACP. Not expensive, but a very dependable weapon, that performs as well as many guns costing 2 - 3 times as much. Put a set of Pachmeyer half wood grips on that one, looks stylish and I got a better grip with the rubber up front. And, if I scratch my $400 RIA up, or get a speck or 2 of rust on it using it in the field, it isn't gonna hurt near as bad as scratching up a $1200 Kimber.
Also have a Stoeger Cougar in 40 S&W, likewise a cheaper version, that lists for around $400. Long story short, these guns are identical to the Berretta Cougar; made from the same exact dies, to be precise. Through buying and selling of gun companies, the Berreta dies were exported to Turkey for manufacture of this weapon, resulting in a very sweet weapon at half the price of the Berretta. Great gun, tons of fun to shoot, recoil isn't bad, fits the hand great, (this is one I haven't felt need to change grips on), and it works flawlessly.
If your heart is set on a large frame autoloader, I'd recommend either one in a heartbeat. Have never had a problem out of either.
If you're looking at concealed carry however, the larger frames on the 40 S&W and 45 ACP may be a wee bit much to feel comfortable with, as would the frame on a 44 mag or 357 mag with enough barrel to make it sufficient to hunt with. If that's the case you might want to take a look at the Ruger 380 LCP. It's a sweet little pocket gun, small frame, with the right load the 380 packs a pretty good punch.
If you're looking for something the wife and kids can plink with too... Look at the Neos.
Better yet... Buy a 22 for them, and a 44 for yourself. Personal favorite in the 44/357 line - Smith & Wesson model 629 with 5 inch barrel. You're gonna feel a bit more recoil, but it's balanced much nicer than most current builds that are way heavy on the barrel end of things, to tame recoil.
As stated, it was a pretty open ended question. I could easily pick one rifle for a good all around gun, but when it comes to handguns, that's a whole different ball of wax!!
