Where to Buy Firearms for Protection
Before you decide to buy a firearm, please read my article Pros & Cons of Firearms for Protection. Firearms are not the best choice for everyone -- especially those who do not want to spend the necessary time for training and practice.
There is not a single jurisdiction in the U.S. that permits firearms to be purchased on-line or through the mail, unless you are a federally licensed dealer. You will have to go to a "gun store" in your state of residence. You will also have to present state-issued identification, fill out federal forms, and get a background check. In some ways, it's easier to buy a car!
Selecting a "Gun Store"
Some gun stores are dripping with testosterone and you should avoid them. Women are not treated seriously in such establishments. Fortunately, the number of stores like this is declining as more and more women are becoming interested in firearms. You will be able to recognize the bad ones very quickly after walking through the door. Legitimate dealers will treat you as the intelligent, capable person that you are and not a "little lady." If you find yourself being patronized, just walk out and look elsewhere.
Selecting a Firearm for Protection
It is impossible for me to help you make the optimal choice of a firearm for protection with only a few statements on a web page. You need to find someone who is knowledgeable and who you trust to help you. That person might even be the dealer!
Legitimate dealers, who care about their customers, will ask you a lot of questions about what you want the gun for and how much training you are willing to get. These questions will help them identify firearms that are suited to your needs and circumstances.
For example, revolvers are easier to operate than semi-automatics and might be a good choice if you are not willing to invest as much in training or practice. If you will only be using your firearm for home defense, a shotgun may be the best choice.
Try holding and operating several makes and models of the type that seems to best suit you. It is important that it "feel" good in your hands. Try actually shooting them if you can.
And, even more important than choosing the "perfect" firearm for protection, get proper training from a certified instructor!