What's the cost differential between the police trade in .40s and a similar platform, used, in 9mm?
I'd recommend a decent kydex OWB holster (heck - for about $40 you could get a perfectly good "range" holster like an ALS-equipped Safariland - like this one:
http://www.opticsplanet.com/safarila...-glock-19.html), a decent belt (like this
https://www.daltechforce.com/strongest-gun-belt for $50), and a couple-three kydex mag pouches (
http://www.kytexgear.com/products-pa...arriers/glock/). Then, instead of a $500 1000-round-two-day course, I'd find a decent basic marksmanship and gun handling course (the NRA 101 would do the trick), and spend the "savings" on either a lightly used G19/G17, or a VP9, or a P320.
Learn the basics with the guidance of someone local, practice until your skills plateau, THEN spend the money on a "name" trainer to get you to the next level. Dry fire confirmed with live fire on the range, with someone you can go back to to verify you're doing things correctly (or to help you fix things that go wrong) is key.