For me, I prefer a semi-automatic. Not only because they carry more rounds, but because they generally have less recoil than a revolver of the same caliber. My Brother carries a Glock model 27
and I carry a Taurus ProCarry 24/7
(mine is an older model of the one in the link, but still the same basic gun). Both are .40 caliber. Personally, I want something with some serious knockdown power so I have to use less rounds to do more damage.
ETA: I guess I had good luck with Taurus. I've sent several thousand rounds through mine over the last few years and the only time I miss is when my aim is off.
I know a lot of people carry .9mm guns and really like them, but a cop friend of mine had a very bad experience that made me question the power of the .9mm. He had a woman try to run him down in a parking lot. He fired 6 rounds at the windshield of the car before a single bullet penetrated to strike the woman...6 rounds! For that exact reason, I won't carry the smaller caliber guns. I like my .40 and likely won't ever go smaller. I feel comforted by the idea that a hollow point round from my gun will leave a fist sized exit wound or bigger. Bigger wound = more bleeding = less time and strength they have to continue trying to attack you.
Oh, and you might think that a bigger caliber gun would be too big for an average sized woman. I am 5'5 and weigh about 130 lbs and my gun fits me perfectly. Granted, the one that I have is a little too big for easy concealment, but that's the price I pay to have 12-15 rounds at my disposal in a single clip. 30 rounds if I carry a spare.
Anyway, get in touch with your local chapter of the NRA. They can direct you to good firearms instructors. If they can't help you, talk to your local law enforcement. There may be a deputy/officer who can teach you the things you need to know. One thing that I believe everyone who carries a gun should study is weapons retention. Basically, that teaches you how to keep someone from taking your gun away from you.