First pistol?

My first semi-auto after transitioning from revolvers was a CZ-75. I really liked the gun and stupidly traded it off for a stainless steel Smith and Wesson. It was a really fine gun and one I should have kept.
There are a number of used SIGs coming on the market as a number of police departments have traded them in. I think locally at Gander Mountain the various 9mm models are running in the $350-$450 range depending on model and features. They may have some holster wear but are in very good working condition.
I agree that a 9mm is the better choice in centerfires for inexpensive shooting. In factory loads, you can buy about 2 1/2 boxes of 9mm for every box of 45 ACP and 40 S&W is not much better. For even cheaper shooting you should get a 22 LR. Since you aren't going to carry it, a 22 is great for perfecting the fundamentals. A 500+ rounds pack of bulk stuff at under $15 is hard to beat for value. If your limit is $750, you might be able to buy both a pistol and a .22 LR conversion kit for it and have the best of both worlds. I've done this with a Kimber 1911 and I wish I would have done it sooner.

The use of "Less Lethal" munitions such as rubber bullets and beanbag rounds is considered deadly force in about every jurisdicition in this land that I can think of. These types of munitions are very capable of killing or permanently injuring a person which is why they are called "less leathal" and not "perfectly safe". The rules of engagement for police to use this is no different than using standard ammunition and the law holds civilians to at least the same standard. One of the other rules is that an officer using less lethal munitions WILL be backed up by another officer using standard munitions. This is because many suspects take a dim view of being hit with less lethal and take steps to prevent it from happening again by attacking the officer. I have seen repeated hits with both beanbags and rubber bullets not stop the actions of a suspect and it wasn't until officers either wrestled the suspect to the ground when he dropped the weapon or was shot with standard munitions. I would rather trust the Louisville Slugger that was behind the bedroom door because I forgot to put it in the basement after the game than less lethal munitions alone.

The law (in California, no less) says that for the use of lethal force in self-defense (Justifiable Homicide), there must be a reasonable assumption of personal danger, and that intrusion into one's home is an automatic assumption of mortal risk. You are also not required to retreat, especially from your home. So if someone breaks in, blast away. I keep a magazine full of 9mm Pow'rball around for precisely that purpose.

My first two were a NORINCO (Chinese) Tokarev 213a in 9x19mm and a CZ52 in 7.62x25mm. They're both a load of fun. The Tokarev is a bit finicky about ammo (prefers mirror-smooth ogive FMJ's to anything else) but is a solid piece otherwise. The CZ is built like a tank, and after replacing the firing pin ran like a champ on anything I fed it (including some nasty-looking garbage Romanian surplus). Then again, my preference is for old guns and milsurp.

For a fun gun, you can't go wrong with a good .22. I have a Ruger standard auto (circa 1967) 4" plinker and a SIG Trailside 4", and both were worth every penny I spent on them. Incredibly reliable, feed just about everything, cheap to feed, and great for improving your marksmanship skills.

CZ75 - best Wondernine ever.