Brian, I'm going to disagree with your first paragraph and agree with the second two. Overpenetration is more a factor of bullet design than velocity; in fact higher velocity usually reduces overpenetration since it promotes bullet deformation or fragmentation. All hardball pistol rounds in common defense calibers overpenetrate. I agree that with hardball ammunition the 9mm is a poor performer, and that's why the military is considering switching back to .45. Fortunately as civilians we have our choice of much more effective ammunition.
David, Brian is right on in that you should buy the most powerful caliber you can control. With modern hollowpoints, such as those from Corbon, a 9mm makes a fine defensive round, and if you can place its bullets accurately it will far outperform a poorly shot .44 Magnum. Another factor is ammunition cost. Practicing is the only way to ensure you can competently defend yourself if need be, and you won't practice if you can't afford lots of ammunition. The .45, 9mm, and .40 all can be bought cheaply in bulk; I like the Winchester white box hardball.
If you plan to shoot regularly you have a choice of many fine and reliable brands: Glock, Sig, and HK top my list. If you want a pistol you can leave in a toolbox for two years, then pull it out and expect it to perform flawlessly, a Glock is hard to beat. The Glock is also simple to field strip, and absolutely safe as long as you remember Rule Three: Keep your finger off the trigger until your sights are on the target.
I think you'd do well with a Glock 17 (full size) or 19 (compact). Or try an HK USP Compact, which is probably as reliable as the Glock and more comfortable, if much more complex internally. I carry a Glock 32 in .357 Sig, which is a powerful defensive round but easy to control in the Glock. I've carried about everything you can name, including a beautiful Novak-customized Colt Commander in .45, but I keep coming back to Glocks for one reason: They work all the time.
Don't forget the factor most people overlook: In 99 percent of situations requiring a gun the mere display of the weapon is enough to defuse the situation. But if you draw a weapon you have to be prepared to use it.
Caveat here: I am neither a law enforcement officer nor a member of the military. I have trained for several years with the former instructor for the Pima County Sheriff's Department, and gained a huge benefit from his experience. But still just a civvie.
Hope this helps! Good luck and let us know what you decide.