I have a Glock 20C and have fired 10MM through it. I have a non-ported .40 SW conversion barrel, and have put a couple hundred rounds through that. I didn't really like the .40. It was too snappy, despite being weaker than the loads I fired with the 10MM. Granted that's a comparison of a ported vs. non-ported barrels, but that non-withstanding, I think the .40 is snappier. Incidentally, I also use a 6" non-ported 9X25 Dillon barrel, and find it to be less "snappy" than the .40. The recoil is greater, the gun gets kicked up more, but stays in line with your arm, rather than breaking your wrist.
I have read a number of threads that note pretty much the same thing about the .40. So unless you are really set on it, I'd avoid it for a first gun/do it all gun.
The 10MM is a great round, but your choice would be the Glock 29/29C or probably a 1911 style gun. The 1911 styled firearms are more expensive, and I can't think of any off-hand that would have a capacity that can come close to competing with Glock. That would significantly degrade its home defense capability.
You did not mention the .45 in your original post. I think that you'd run into a lot of the same problems with the .45 as with the 10MM, but I won't get into details, since it doesn't seem to be on your short list.
I like the .357 magnum, but would not consider it in your place. First of all, there is a significant sacrifice of capacity vs. semi-autos (don't even think about the baby Eagle -- its too expensive and I've read that the DE reliability is mediocre). Even in the 5 shot revolvers, the width and weight could be an issue (titanium/scandium guns may be light enough, but may not justify the cost). I would also consider the issue of attachments, I consider a light/laser combo under the barrel to be pretty important for a HD firearm and I don't know what the options for that would be available on a wheel gun. I know its possible to add an accessory to a revolver & some are made for it - check out the S&W TRR8 (its in their Performance Center section).
That leaves the 9MM and the .357sig. Unfortunately, I have no experience with the .357sig. Given the same height of the gun, the 9MM would give you a greater capacity. I think I would tend to lean towards the 9MM due to the relatively inexpensive ammo (which adds up when you think about range trips, not just defensive loads), availability/popularity/availability of carbines chambered for the same round, and the aforementioned capacity. That being said, don't think that I am not concerned about the 9MM stopping power, esp. in the wake of it taking 4 shots to incapacitate the Nidal Hasan, the Ft. Hood shooter, who did not even look to be in particularly good physical shape. Fortunately, many firearms available in the 9MM are also available (with a lesser capacity) in the .357sig, so you can make the choice of calibers and platforms separately.
As for the platform... I would say that the Glock is the best compromise. It is fairly inexpensive, has a good capacity (although the XDm holds more ammo), and is considered to be very reliable. I've noticed a number of people objecting to its sights, but I would beg to differ. The large sights with big bold dots allow you to get a good enough picture using a both eyes open technique out to 40+ feet. While this may not be great for target shooting, its good enough for SD outside, and quite possibly advantageous for HD/multiple adversary engagements. Parts and accessories are plentiful.
So I would say the Glock 19 is a good all-around choice. If the Glock 26 fits your hand, that's fine -- you can use larger mags for HD, and it'll give you more concealment for CCW.
I have heard great things about the XD(m), and would certainly consider it as well. You get an extra 2rds over the Glock (comparing full sized versions), and a few other benefits such as a more positive grip. Unfortunately, I do not have first hand experience with that platform, so I can't get into much more detail.
While I am excited to try an XD(m) out, I don't consider its benefits worth the extra cost in terms of an all-around gun. I believe that you will get an adequate capacity with the Glock, a better caliber selection, and equal reliability (once again, I don't have first hand experience on the XD, but have heard no complaints concerning its reliability). So for a first gun, I would prefer to take the difference in price and set it towards a light/laser like the M6X from Insight Tech.
So depending on your choice of calibers, I would strongly consider the G19, G32, G29, and the XD(m). The rest depends on your situation & budget. If you want an inexpensive setup, or if maximizing concealment is important, I would not consider it a bad idea to give some less popular brands a thought. For instance Kel-Tecs are very inexpensive, and quite compact. Even the very compact PF-9 comes with an accessory rail. You may sacrifice a bit of reliability with this option. My Kel-tec is a .32 and an older model so even though I've had a couple of failures... I wouldn't consider it a blanket indicator of the whole line's performance.
Good luck and happy shooting!