How old are you? A firearm is a good choice as is a taser but it depends. Tasers have their upsides: they will put pretty much anyone down or atleast disable them, they are less lethal which may or may not be a good thing, they are light, etc. However, they take too long to reload so if you miss and someone has a gun you are screwed. they are pretty much useless at long ranges, they aren't good for multiple attackers, they are about as much money as a decent gun ($500-$600 i believe), and versus a gun i wouldn't feel very safe. They are also illegal in some states or require a license.
A gun is a more serious weapon obviously. A gun can stop a threat quickly, and stop someone else wielding a weapon/gun quickly. You can also take on multiple attackers quickly. Plus they have much more intimidation factor obviously. It sounds like you prefer the 9mm, which is exactly what i would recommend. Good 9mm Ammo can have plenty of stopping power and the recoil is a lot more manageable, especially for a newer shooter. A 9mm also holds more ammo than the bigger cartridges. 9mm Ammo is also cheap. I'd keep practicing shooting and gun safety and continue to learn and then go from there. Some handguns i'd recommend would be:
Sig Sauder P226
Springfield XD and XDM Series
Smith & Wesson M&P Series Handguns
You can also go with a shotgun, although i don't know that much about Shotguns so i'll leave that to someone else. However i know Remington (870) and Mossberg (500, 590) both make nice shotguns for fairly cheap.