If this is your first handgun, I agree with Gray_Wolf. A 9mm or a .40 is preferred. However, with a .357 sig you can always pick up a .40 barrel or a 9mm conversion barrel. Bottom line, get what you really want. 357 sig ammo may cost a little more and be a little harder to find at some local shops, but I wouldn't shy away from it if its what you really want. I have three 9mm glocks and one .40. However, my favorite is my G37 in 45 GAP. I had been considering one for the past two years, but held off due to the ammo. I should have just bought it anyway. Ammo for it is harder to find than 357 sig, but I can always find it on the internet for a decent price.
Regardless of caliber, go with Glock.