The spectrum ballistic energy available in handguns is impressively broad. For strictly recreational shooting, low power including .22 LR and lesser cartridges can be great fun.
At the other extreme, there are some colossal cartridges. Typically, these are well suited to two kinds of applications: 1. hunting or protection involving dangerous large animals 2. plain enjoyment of shooting hand held artillery.
Self defense, law enforcement, and military applications call for cartridge energies in the middle of the available spectrum. For applications in this group, less is sometimes more. Sufficient power is necessary for definitive stopping of an adversary. However, ease of supporting rapid fire (quick 2nd shots, etc.), having moderately large magazine capacity, reasonable firearm compactness, and relative ease of recoil control, indicate the use of power levels well below the maximums that are available. This is why such calibers as .357 Magnum, 9mm Parabellum, 40 S&W, .357 Sig, and .45 Auto are so highly regarded and popular in these applications.
Pick your power with proper care, and you'll be ready for what lies ahead.