Either way you go, these are the 2 best semi-autos you can get.
The HK feels like a 1911, only it such a better gun than the 1911 will ever be.
And the Sig is just as great as the HK, if it fits your hand better, get it. The 9mm is cheap to shoot, and the soft recoil will let you shoot alot, so you will get more practice in. Once you get to be a real good shot, then you can buy a Sig in a good defensive chambering, like .45ACP.