Walther makes nice stuff, as does CZ.
You'd be best served renting or borrowing guns and
then choosing what you want, though. I can't choose a gun that fits your hand in person, let alone on the 'net without a clue to what you like or what experience you have.
Get yourself a pile of guns, even gun-shop handling will give you a better clue than a bunch of WAG from the internet.
Add the XD line from Springfield to your list of "should try out" guns, they're good for just about everything if you dig the ergonomics and don't mind the width. Either used or an "essentials package" can come in under $500, I'd go with a subcompact 9mm myself. (in fact, I sort of did, MrsBFD packs an XD9sc most days, I just get to use it on the range)
If you want good concealment, Kel-Tec makes good small pistols, although they're not exactly fun on the range for extended shooting, sometimes they need a little TLC out of the box as well, I th8ink of KT guns as a nearly-complete hobby kit rather than a 100% complete gun.
Taurus makes affordable guns, but their QA on autos sometimes leaves a bit to be desired.
I hear good things about the little Px4, but I don't like the ergos or safety setup (for me, which has nothing to do with
you)
A Glock can be <$500 on the used market, again the ergos don't work for me but you might like it
For any of these pistols you'd need to
actually go put your hand on one to even make an educated guess (and shoot one a few times to be 100% sure)
good or better than good for cc, range, and home protection
Unfortuantely, it rarely works that way in the price range you put up. Really good concealment guns under $500 aren't going to be great as range toys most of the time. You're either going to have to hunt for a really good deal or make a compromise.
