If you go the firearm route, I agree with all that has been said about the shotgun. As for handguns, I'd probably go with a Glock (uncompensated) with stock night-sights. For an extra $300-400 or so, you can get the lazer Max.
http://www.lasermax-inc.com/
Personally, I'm not a big fan of .22 or 9mm/.38 because of the relatively poor stopping power as compared to a .357, .40, .45 or dare I say the 10mm cannon. I do feel that the .22 and 9mm/.38 are among the most fun to shoot (unported/uncompensated). Of my collection, most people enjoy shooting this from Taurus:
http://www.taurususa.com/products/product-details.cfm?id=250&category=Revolver
Being that it is chambered for the .357 you can cheaply shoot .38 with it.
Threaded Mode
