9mm's are nice all around guns, I very well may buy one of the high cap XD 9mm's that hold 17 or 18 rounds in a mag. I agree the one thing I didn't like about the P22 was only 10 rounds in a mag, and there aren't many options for higher capacity. You can change the follower out for 12 or 13 rounds but then you loose the slide-lock-back feature when empty. But just buying 3-4 mags works well enough.
If you like 9mm I'd recommend trying a glock and a XD9 of some flavor, I prefer the XD's for a number of reasons but both are nice guns. Springfield makes a more traditional metal frame 9mm (cant remember the model off hand) that I liked quite a bit.
My next gun will probably be one of either a 9mm calico pistol, a high-cap 9mm XD, or a 1911 45
If you think you may want to buy one you need to apply for a permit to purchase at your local police station (free) takes a week or so to get usually, or if you got to a conceal & carry class and pass that / apply for and obtain a Permit to Carry that doubles as a permit to purchase as well and lasts for I think it's 5 years instead of 1.
The 'date night' thing Kelsey and I did with sealed mindset was pretty solid, they wrap up some soliid training and information into fun theme type nights.