I'm also new at muzzleloading, but I am starting out with a rifle. Blackhorn 209 is definitely the best muzzleloading powder around, but it's sort of cheating. It's consistent measuring, low smoke and easy cleanup is not much different than handloading smokeless powder. The downside is the co$t at about $55/lb or about $0.50/shot.
I've been trying out Black MZ this week and at $23/lb it's less than half BH209. The upside is easy ignition, easy cleanup (again, Hoppes #9 and a few patches are all you need) and about as much smoke as real black powder but not the rotten egg sulpher smell, just a lot of white smoke so it looks realistic without the mess and corrosives.
The downside is terribly inconsistent drops unless you make your measurements exactly the same. You can get 10% difference just by tapping on the powder measure long enough. You can shoot 6-8 shots without swabbing, but a single dry patch cleans everything out so it doesn't take much extra time. I've fired 33 BH209 shots without swabbing.
For pistols, I would definitely recommend Black MZ. Lots of smoke, not very messy, fairly inexpensive and for short range, you don't need to worry about inconsistent powder drops.