Since we all have a different definition of affordable, we'll break it down 2 categories: under $400 and under $600. For the purposes of this post we are going to talk about new pistols as used prices vary greatly.
The TP9 is a striker-fired, polymer-framed full size 9mm pistol that is essentially a Turkish-made knock-off of the Walther P99. The TP9SA is the easiest to find version of the pistol. The "SA" stands for single action. After chambering a round the trigger is a single action with a "decocker button" that makes the trigger go dead. As this makes the pistol nonfunctional until the slide is racked, I would not use the decocker.
While you might be worried about it being single action, it is essentially the same action as a Smith and Wesson M&P or Springfield XD.
The Canik comes in a case with two 18 round magazines, a holster, mag loader and cleaning brush. With a street price of $350 and reliability better than an HK VP9, it might be a good choice for the budget conscious shooter. Check out this video from the Military Arms Channel for a quick reliability test. Before you bash it, watch the test for the VP9 as well.
The Shield is likely a better choice for concealed carry as it is much smaller than the TP9 while having a street price just under $400. At .95" wide and 19oz., the Shield makes for a thin light carry gun. The Shield comes with 2 magazines, one 7 round flush fit and an extended 8 round magazine that provides additional grip area.
The recoil is mild enough not to bother my 5' tall wife, and the trigger at 6lbs is easy enough to shoot while not being too light.
The Shield is available with or without a safety. I prefer it without as the level is small and hard to use under stress.
The SD9 is a good choice for the most budget minded shooter. This is the gun world's version of a compact car with a manual transmission and without power windows. It accomplishes the most basic needs and nothing more. With a street price of just over $300 it's hard to complain about any shortcomings in this pistol.
The SD9 holds 16 rounds and has adequate accuracy and ergonomics. The trigger can be greatly improved with a kit from Apex Tactical.
The Glock 19 is often referred to as the gun to buy if you can only have one pistol to do everything. Recently authorized for use by the Navy Seals and Marine Special Operations Command, the G19 is among the most reliable combat proven handguns in modern times. The Glock 19 is small enough to carry daily and large enough to deal with any situation you might need to handle (short of a bear attack).
The Glock 19 holds 15 rounds of ammo and comes with 2 magazines, a mag loader and cleaning brush. With a street price of around $550 it is one of the best values in self defense handguns.
The Sig P320 is the first striker fired gun that has been offered by Sig Sauer. It comes in a variety of sizes and you can swap the fame out to different sizes easily as the trigger housing is the serialized part. The best part is that a new frame is under $50. At $500 this is an excellent value for the money.
The P320 has a higher than average bore axis which increases felt muzzle flip but nothing that isn't easily handled. The P320 has been shown to have some of the best out of the box accuracy and you can watch a great review here.
Remember, the most important part of your self defense arsenal is not your gun but your mind. Get good training and practice regularly.