First off I want to thank everyone here that replied to My post yesterday, it was VERY helpful. Also I did a lot of reading on these forums over the weekend, and found nothing but fantastic information.
I went out today to get My carry permit, join a shooting range, test out some handguns and order My first gun. Below is how it went (FYI I live in Pittsburgh, PA - all of these locations/information is about this area - your experiences may be different in other states/counties).
First, I went to the Allegheny County Courthouse in Downtown Pittsburgh. A guard there directed Me to the Sherrif's Firearm office and there was already a few people in line. The girl there wasn't very happy with her job (instead of telling Me what forms of ID were needed, she said "they're posted on the wall" - there was about 50 papers posted on the @#$@# wall...). I could meet the ID requirements (License and Auto Registration) easily, but I needed 2 non-blood relative references. Easy enough but I don't know everyone's addresses off by heart so I had to go back out to My car (cell phone was charging...) and call them. After going back in, I filled out 2 forms (very easy..questions like "are you a habitual drunkard") and gave them $19.00. They punched My info into the computer, called the state and viola, My new Carry Permit / photo ID (similar to the drivers license) was in hand. Took about 10 minutes or so.
From there I headed out to Bullseye (
www.bullseyeranges.com). The people there were very helpful...but they couldn't seem to get it into their heads that I was BRAND NEW to the whole "gun thing" (I've only fired a gun twice before in My life, at hubcaps in My brother in law's back yard about 10 years ago), so I had to ask them to speak english a couple of times.

I told them I was interested in joining, they showed Me around and I really liked the place. He showed Me a few guns, ran through the basics of using them (he had to warn Me more than once to keep My finger off the trigger when loading/etc...) They had a few dozen handguns available for rent and I tried out 4 of them, as seen in the files below.
After going through all 4 guns, I decided to give them all another try, with some more distance:
Thoughts on these guns:
Sig P239 9mm: The guy at the range is a big Sig fan, so I tried this gun out per his suggestion. The best I could say is to Me it felt..."average". It fit ok in My hand, it fired ok (a bit to the left) - the action felt a little clunky to Me. Nothing actually wrong with it, just nothing exciting about it.
CZ 75 9mm: Very good feeling gun. The accuracy was great. The action was smooth, too. The only thing I wasn't very keen on was the length - I was looking for a carry weapon, and this one was kind of borderline in My opinion.
Beretta 9000 S .40: My thoughts walking into the door was that unless something else really stood out, I was probably going to end up with the 9mm version of this gun. I think it looks fantastic, and I just liked the Beretta name (remember I'm new to all of this...). The only 9000 they had was the .40 so I tried it out. Dear Lord did I ever HATE this gun. As you can see from some of the stray shots, I fired it like a retarded kid having a siezure. I don't know if the gun sucked (less likely) or I just had no clue how to hold this gun right (most likely)...but I couldn't stand it one bit.
Colt Defender .45: First off, this is what the guy gave Me when I said I wanted to try a 1911 - but I can't find a Defender 1911 on the Colt site, so could he have been wrong? I don't know. Anyway this gun looked like it wouldn't be nearly as comfortable as the others - but I was very wrong. It felt great in the hand, I LOVE the trigger on this thing too. I was a little intimidated with the high caliber .45 - but man was I ever shocked at how great it felt to fire this thing. The accuracy was absolutely amazing, the kickback was slightly more than the others, but any bad shots were definately My own fault.
I walked out of the lane with an empty 9mm, empty .45 and 1/2 full .40 ammo bag (50 in each to start). Going up to the counter I told him I wanted to see all of their 1911's. I want a carry gun and the others they had were all longer barrel. I remember reading a lot of good things about Springfield Armory's 1911's - so that's what I ordered. SA 1911-A1 GI .45 3" barrel. I would have gotten a different model, but I only have so much $ to spend right now - and this looks like it's got everything I want.
I also picked up an inside-pant belt holster and a personal silencer headset. I didn't splurge and get the battery operated ones (yet...).
To sum the day up, I thought everything went very very well. It's a little expensive to get started, but I'm good for a year on the membership. I still have to learn to clean the gun, get a good metal locking case, and pick up some range glasses as well. My gun should be in within a few days - and I'm probably going to go back tomorrow to try out a couple other guns I saw (a revolver for one, just to get to know the difference in how they feel/shoot).
Thanks again to everyone here for all of your help and making a "new guy" feel at home.
-Drake.