The most effective self defense fire arm is the one that's always with you.
A .22 in your pocket has much more stopping power than a .44 magnum you left home.
After that comes what are you comfortable shooting and the best way to answer that is to shoot a bunch of different types and calibers as you have been doing .
You didn't say where you had gotten the guns,I'm guessing your friends are saying "here, try this".
In case you were not aware most, if not all, indoor ranges have rental guns available that will let you try further types and calibers.
After that comes the cost factor.
Then, pick an action (semi Auto/ revolver )( Single action/ or double action ) in a caliber you are comfortable with, in a price range you can afford.
As for the long gun, since it will be a "house gun" while a shotgun is fine, and can be had for reasonable money, you will want to consider what your wife can comfortably shoot as well, since it is possible that she will need to use it.
She may be fine with the shot gun, you may want to consider a pistol caliber carbine, or you may want to buy her her own long gun.
Regardless of what you get for protection, you should include a .22 LR rifle, and pistol since they are much less expensive to shoot than other calibers, and they are fun

Joe Carillo was on the New York stake out squad and was involved in numerous gun fights and was a competitor. I remember him telling the story about his first shooting and seeing his sights so clearly he could count the serrations on the front sight blade. 3 shots in 3 seconds=3 dead guys.
Massad Ayoob says it best, shooting contests aren't a gunfight but a gunfight is a shooting contest.
You won't get better if you don't train and shooting at a static target from a stationary position bulls-eye style is not training for self defense. The LE you mentioned may have been good at poking holes but found out the hard way his training was inadequate.
What Magoo posted is true, but only up to a point, any time spent practicing the fundamentals of sight picture, and trigger squeeze is good training for shooting.
If you just plain can't shoot all the Tommy Tactical training in the world will not do you a bit of good.
Start with Safety training, move on to learning how to shoot, then you will get the most benefit from training focused on Self defense.
Then Practice man, practice. This is where the .22 comes into its own with ammo under $5 a box opposed to center fire ammo at $15+
There are also "dry fire drills" that you can do at home.
http://www.downrange.tv/forum/index.php?topic=357.0http://www.downrange.tv/videos/bruce-gray.htmHere are some more video's on Concealed carry as well
http://www.downrange.tv/videos/ccw-demystified.htm