Most ranges I am familiar with have guns you can rent to shoot. Try several different models and go with what you are comfortable with. Dont disparage the little .22 - it is the favored caliber of professional hit men, and at close range it is deadly.
Don't get me wrong...I LOVE the .22, but it's a 9-shot, short-barrelled revolver. Great stopping power...for rats ans squirrels (IF you can hit 'em...).
My daughter absolutely adores that piece.