If you think Glocks are too heavy, than you should feel some of the metal framed semi autos out there!
As nobody has yet addressed the question of ammunition, I think I'll step in here.
You'll be much better off buying a good, name brand jacketed hollow point than you would be with any kind of full metal jacket or lead round nose or wad cutter (if revolvers appeal to you, which you indicated they don't).
Some people say to contact either your local or state PD and ask them what they use, so that if you ever actually have to use it, and the DA tries to bring up the fact that you used those evil nasty HP's on the perp, the defense attorney can simply point out that you used the same round as the police use. The common wisdom out there is to just use whatever name brand hollowpoint that feeds reliably in your gun.
To determine this, you might want to buy around 200 or so of whatever HP you want to use after you break in the gun with range loads (some people like to put a few hundred rounds through before relying on the gun to protect them, to get the snags out, and most people I know use FMJ for the range, usually the same weight as their HP's, but not always) and see if your gun will feed them all no problem.
Now, if you're going to get anything below around a .380, it's probably useless to bother with HP's, as they might not have sufficient velocity to expand, and even if they do, their expansion is going to limit penetration to the point you might not be hitting vitals.
Also, put some consideration into how you want to carry the gun. There are many different ways to carry your piece, and all have their advantages and disadvantages. Further, there are many choices for holsters. You'll need to consider things like plastic or leather, pocket carry, inside the waistband with a cover garment carry, purse carry, things of that nature.
The advice to go out and rent a bunch of guns is probably the best on here so far. Guns can be a lot like anything else in that when it just feels right, it just feels right, period. Try not to be too afraid of recoil, either, because the "bigger is better" mantra certainly applies to anything below a 9mm or .38spl. I wouldn't want to be stuck with a .22 when the chips are down, but a .22 in the pocket is a hell of a lot better than a .44 magnum that I left at home because it's too heavy and I'm afraid to shoot it or can't control it. Shoot some stuff that you're not quite comfortable with if you get the chance. Every other shooter I know has been more than happy to let me try their stuff. Basically, buy the most powerful caliber you're comfortable with.
Also, consider the price of ammo. I won't be buying a .45 anytime soon (I'm actually getting ready to buy a carry piece soon, though I've shot lots of other people's guns) because of the price of ammo, and because I really don't see much of an advantage over 9mm in terms of expansion or penetration of the name brand rounds out there in comparison to the significant cost savings in range ammo (about half the price, which translates to twice the practice on the same money) and capacity. 9mm is going to be the least expensive range ammo you're going to find, unless you reload. Even the smaller calibers are more expensive due to not selling as much as 9mm.
As for funky colors, go with what functions best for you and ignore what color they come from the factory while deciding on a model. The perp isn't gonna care if he got shot by a pink gun or something in stainless with pearl grips. Go with what functions best for you and if you really have your heart set on some cool new paintjob, there are people out there who will do this for you.