I've fired all sorts of rounds through this, I have a 9mm and I carry it confidently.
Its double action, each trigger pull is very long, no saftey.
I've sent 9mm 115, 124, 145 FMJ and JHP out of it, not one problem.
Easy to strip, clean, and keep it maintained. If you're looking for something to start with, I'd go for one of these.
Very solid, has a decent weight to it, nice sights.
Comes in 9mm, .40S&W, 45ACP
http://www.sigsauer.com/CatalogProductDetails/p250-compact.aspx