buying my first pistol please advise

The Glock is a good gun despite the overall small number of problems with some models, primarily the .40 S&W models. I hear there has been a redesign to fully support the chamber on new production guns that should reduce the problem greatly. I personally don't like them as they do not feel comfortable to me but that is merely an individual perception. I have been issued them twice and owned two of my own so I feel I have some basis to judge them. The biggest advantage to a Glock is the number of p[olice trade ins that are available. Price for used is comparable to a used XD but one is more likely to find extras such as nightsights, upgaded triggers, holsters, and extra mags with the Glock.
My personal preference is for the Springfield XD and of these I have owned up to 4 but am currently down to two. Reliability seems to be as good as with Glock, I have put over 2,000 rounds of Wolf ammo (rather dirty) through the two I currently have without cleaning and they have not had a single hiccup. They have also passed many various "torture tests" by various groups and individuals which further bolsters my confidence in them. I finally cleaned them when I went to use them as my duty gun. The grip is much closer in angle to what I am most familiar with and is a much better fit for me than the Glock. Others find it different which for them is better. Try them both and see.
As far as changing calibers, there is a .22 LR conversion kit for some models of glock pistols but it is as expensive as a decent .22 auto of which you already have one. Changing calibers between the centerfires is possible in some instances such as going to .357 SIG or 9mm with a barrel replacement in the .40 S&W models and going to .40 or 9mm in the .357 SIG. One cannot go from a 9mm to one of the others safely though, something to do with the size of the casehead and ejector placing if I remember correctly. The Springfield has the same options with two differences; the barrels to change from 40 to one of the others are generally cheaper but not as available as Glock and there is not yet a .22 LR conversion kit on the market though one is supposedly scheduled to be on the market this winter. I'll believe it when I see one on the shelf.
My personal recommendation is to get whatever you decide on in 9mm. The ammo is common, easy to control, and most important one of the cheapest centerfires to purchase. That way it won't take such a bite out of the wallet when you wish to shoot it and you should be able to afford to shoot it at least occasionally. 40 S&W ammo is nearly twice as expensive and the .357 Sig is even more. This cartridge will work fine for the uses you plan and I would suggest going with the mid-size model in a Glock if you are looking at a personal carry gun, full sized if protection is meant to be a bedside gun, or the Duty/Service model in an XD. I preferred the mid-sized guns as the sub-compact Glocks are just too small for regular fun shooting and the full sized are a bit bigger than I like for concealed carry. In the XD line, bigger is the actical model for which it is difficult to find decent holsters for due to its barrel length. The Service only difference from the Tactical is an inch shorter barrel and many find it more comfortable to shoot as it doesn't have that bit of extra weight hanging out front. The sub-compact has a shorter barrel than the others but the grip is nearly the same length as a Service model which makes it no easier to conceal. That it has a 9 or 10 round magazine (depending on caliber) vs a 12 or 15 round mag makes it definitely less desirable than the standard in my eyes.
Best bet is to find a range that rents guns and give each model a whirl. One should grab your fancy.

Why not? Because he specified a 9mm or .40sw pistol.

I would say the glock is of good reliability- the austrian army field trials found them extremely so. I also believe that the magazines are interchangable between models of the same caliber... right?

Since 9mm is cheaper and it'd be your first, go with it. Learn to shoot with the hi-power stuff (at least in comparison with .22's) before you move on to the bigger stuff.
And renting before buying is a good idea as well.

The problem with glock kB!s has always been a small one. The unsupported chamber was implemented to provide feed reliability in .40, .45, 10mm, and .357 (probably why 9mm can't safely be converted).

When there is a unsupported chamber related kB!, what is usually is is that impromper ammunition (exposed lead bullets, bad reloaded ammunition, or CRAP factory ammunition) was loaded, but did not correctly feed. When the round goes off, the casing overpressures and the gun, and possibly the slide causing a catastrophic explosion.(especially if the pistol was converted to .400 Cor-Bon, .45 Super, or .40 Super; in the model 20, the chamber is not designed to handle the MUCH greater pressures than the .45ACP)

Lesson? Glock is safe.
Unsupported chamber? for the most part, there's nothing to worry about.
Unsupported chamber with bad ammunition? I'd wear a blast mask and kevlar before firing.
Unsupported chamber with BAD .45/.40 to .400/.45Super/.40super conversion? You are both stupid and should convert back because you risk your life. (due to the higher pressures, when these kB!, they're the ones that send shrapnel everywhere)