the 17 is the full size, and the 19 is the compact model. I have a G17 Gen3 and I LOVE it, it may be a bit benficial to you if you go to http://us.glock.com/ and look at some of the product comparisons
What's good for me may not be right for you and vice versa. I would recommend going to a gun shop and check out all the models and see how the feel in your hands, some places have ranges and have different models that can be rented while at the range and will give you a better idea what work best for you and your needs.
For the most part all Glocks are in the same purchase price range, but the ammo is where the prices make the difference! What can you afford? What size best fits your hand, what do you feel most comfortable with? Many variables are involved with your question.