Are you absolutely sure that you can get smaller pistols that are obivously not intended for competition use? Until very recently I thought that I could do the same thing here in Denmark, but aparently guns that meassure less than 210mm in length are considered 'dangerously concealable', and are therefore not considered safe enough for civilian ownership. The gunsmith who sold (and 'upgraded' my CZ75 with a slightly longer and more 'safe' barrel) told me that it was an EU law, and in that case it will affect you too.
Someone somewhere in this thread stated that The Viking probably wasent interested in CCW size weapons, as he couldnt carry concealed legally, but I say go for it if you can! The S is as likely to hit the F here in Europe as it is anywhere else, and should it happen we will definately need a defensive handgun that can be held out of sight until the right moment!*
Other than that, here is what I would get:
1) A full size 9mm with high capacity mags. I chose a CZ75b for this role, and I love it! You may also want to stock up on high cap mags before the EU legislators find out about the limited capacity 10 round mags avaliable in the US.
2) A .22 LR pistol. Because inexpensive training equals more training.
3) A .38/.357 mag revolver. It lets you keep the brass when you shoot, which is a nice thing. I would choose a 4" for versatility.
4) A CCW gun. By all means, prepare for the worst. It may not seem that useful right now, but look at where we are heading and imagine how this part of the world looks in 10-12 years. If your migration-to-the-US plan fails, you will most likely need it.
5) A rifle, preferably semi-auto if you can get one. We can buy the Ruger mini series over here though we can only get 5-round mags, but it is still VERY supirior to a pistol when it comes to defence, and legal for hunting which is a good thing. Get a caliber that can knock down a moose
6) A shotgun. Preferably a pump or semi if there is no limit on your mag size, but if you also suffer under a law that limits your maximum mag capacity to 1, you might as well get a good O/U or a S/S.
* Discalimer: I do not suggest The Viking to carry his gun illegally. Hiding a weapon out of sight can still be useful, even if we dont carry our guns in public where such a thing would be illegal. Always abide by the laws of your society, no matter if you agree with them or not.
EDIT: About 4), you might be able to get a Makarov PM or a PPK, if you can convince your local law enforcement that you are interested in world history. In theory the police can give you a permit to own a 'historically significant' weapon if you can document such an interest.