I have shot the XD in 9, 40 and 45 in all barrel lengths at Springfield Days. It is the most comfortable polymer gun I have ever shot (least felt recoil). I liked the 4" model the best for a house gun (quick pointing and good sight radius). The grip safety is a nice feature. Sprinfield says the XD in 9mm is approved for +P and +P+, and the 45 ACP is approved for +P. They now have the XD-M, but be aware that the mags for the XD and XD-M are different.
The 357 Mag is a GREAT caliber and a very versitle gun. You can shoot 38 Spcl or Mags. In the mags, you have a load from about 400 ft/lbs to 625 fl/lbs at the muzzle from a 4" barrel model. A light or medium load is very pleasant to shoot. Most self defense trainers recommend a cartridge with at least 400 ft/lbs at the muzzle.
I would suggest taking some NRA handgun classes.