I want a gun

More specifically, a pistol...

My 21st birthday is rapidly approaching, and I want to get my CHL. The problem...I've never shot a handgun. Santa clause brought me a little .410 when I was younger. I've shot plenty of shot guns, but never a handgun. I don't even know where to begin. I've been told not to waste my time on a 9mm. I don't want something crazy powerful, I'm a tiny person and I think my hand size will complicate the choice. I do want something that's going to stop someone if I ever get in a situation where I have to use it. Ideally, I'd never have to, but if the need arises I want that option. So far people have suggested,

HK P2000 SK
.40 cal glock 27
.40 cal glock 22
Walther P99
Lady Smith M&P subcompact

I'm hoping to go out and shoot some tomorrow since I finally have a day with no work, clinical, or school to do. I think I'm leaning toward one of the glocks or the HK...but I really can't say without shooting first I don't suppose...