No handgun has "knockdown power", they simply don't generate the power. you don't state which HK you are talking about, the MK23 is huge and expensive, (poor choice) the USP is a conventional size and is a good weapon. The Ruger P series doesn't get the credit it deserves, I have lots of guns and it is the one auto that I know will go bang no matter how dirty it is or what i put in it. Caliber doesn't really matter with today's modern HP designs. This is considering adequate rounds, 9mm - 45ACP. For your first gun I would suggest a good .357 revolver though. Reliable, easy to shoot (especially w/.38spl.), and easy to maintain. You also need a good .22 so you can shoot a lot and become proficient.