Something not horribly expensive, not too small but not full size. I have a tiny pistol that is so small that I'm concerned about actually having to use it (25 automatic). I have a 357 which is a bit too large to conceal well.
I'd prefer for it to have an actual safety. Higher capacity (more than 11 in the mag) is a definite plus. I think I'd like to go 9 mm just because the ammo is so common.
I'd like to stick below $400, if possible. Below $300 is even better but I know I'm pushing the envelope on that.
I have the little Springfield XD 9mm with a 10 round magazine. It's a little more in the $500 range, but I've never had a problem in the many years I've had it. Unfortunately it has a grip safety though.
edit: find a local shop with an indoor range, they'll usually let you shoot a few to try out before you buy