I’ve found blue label prices to be somewhat standard, though I’ve found in store prices cheaper than online for blue label guns. I purchased in person. All I needed was my mil ID, orders (have an out of state license), and concealed carry permit (to avoid paying the background check fee). The Nellis Gun Club is a blue label dealer. I gave them those three things, filled out the paperwork and was done in 5 minutes.
As far as a carry gun, it depends on what you can shoot well, how you want to carry it (ankle holster, inside wast band, outside the waste band, etc), what capacity you want, etc. A smaller gun is inherently more difficult to shoot for an inexperienced shooter because they are more snappy.
The pistols I own are the M&P Shield 9, Glock 19, and Glock 34. I carry the Shield 9 to and from work in a Galco ankle holster or around in a Stealthgear appendix carry holster. I carry my 19 in an appendix holster as well, it’s be too big to carry in an ankle holster to and from work. The 34 is my competition gun. I went with the Shield because it was on sale for 299 from Palmetto State Armory and I like them. I had shot it before and liked it and hadn’t shot the 43. I added an Apex trigger shoe, sear, safety plunger and spring, and Trijicon HD sights. It shoots great.
If I had to do it again I’d likely go with a Glock 26 or maybe the 43. While I shoot the Shield really well, I’m actually like the Glock grip angle and how they shoot. Glocks are also easier to work on and upgrade without needing a gunsmith, in my opinion. In both of my Glocks I’ve added a Johnny Glocks trigger. They are amazing, to the point I’m not even jealous of 2011’s. They feel very much 1911 to me (how I had him build my triggers). You can now order from his site via click/buy. Previously you had to call him and go over the exact details of what you wanted (which you can still do). You can check out his videos on YouTube. Being able to buy one of his triggers is a point for the Glock in my opinion.