In that price range, there's no shortage of great guns. Walther PPQ, Smith and Wesson M&P, MAYBE an HK VP9 (most that I've seen in my neck of the woods are between $650 and $750), Glock for sure would serve your purpose, Springfield XD or XDm. There's plenty to choose from, you just have to go and see what fits your hand better. Insofar as something that would be shot frequently, I'd vote 9mm over .40. My experience has been that 9mm is more pleasant to shoot, and in the long run, the 9mm will have a longer service life than the .40. Remember, the .40 is a pretty high pressure round that will batter the gun up a little harder than the 9 during normal firing.