I am a good example of, "do what I say, not what I do." I bought a $750 Sig .40 for my first handgun. I enjoyed and still enjoy the hell out of it, but it was back when I was in college and I spent an entire semester's living stipend on it. You may want to consider a .22 in addition to your carry gun for the ability to shoot hundreds of rounds practicing fundamentals for $20. But you still have to practice with your carry gun, and if you had to get just one I'd get the carry gun first (the .22 has many uses, but I am not one to advocate it for concealed carry if you have other options).
Try out all the guns and calibers you can. No offense, but you'll probably find that anything bigger than 9mm/.38sp is more than you want to deal with, especially during long practice session at the range. Recoil depends a lot on the gun and is subjective, but I've heard far too many women (and small guys) say .40 and .45 are "abusive" in smaller guns. Revolvers are simpler and totally adequate for self-defense purposes, however they do tend to be a little wider than semi autos. This is something to consider, as someone else mentioned, that women tend to wear tighter fitting clothing with less margin for concealment. I wouldn't really recommend a specific gun, because it will depending on what you end up liking. But I would be willing to wager you'd find a compact (not a sub-compact or pocket gun) to be the best for you. If you are into the smaller guns though, here is a reference to check out, and you probably won't like anything larger than .32 or .380 because the small grip can get nasty with larger rounds (
http://bcraig.net/hosting/rifl...n.pdf) Here are some compact models that came to mind you might look into:Sig P232Walther PPK/SBersa ThunderGlock has a few choices as wellKeep how you are going to carry the gun in mind, do you want something to fit your current style or are you willing to change how you dress to be able to conceal the gun? Whatever you are thinking of getting, make sure to do some basic research on the specific gun. Don't be swayed by a few sporadic bad reviews, but flaky guns tend to generate a lot of internet noise & controversy.
This is a decent web resource for women and concealed carry, you might find something helpful on here.
http://www.corneredcat.com/TOC.aspx it has a lot of info including gun selection, holster options, and anecdotes to help explaining your choice to others.