Re: Help choosing a gun
Regarding Philadelphia, they are violating state law by refusing to issue carry permits and harassing gun owners who are acting within the law. Inasmuch as they get away with it, the fat lady has not yet sung.
I was in the same shoes about 10 years ago getting into firearms as a young adult, and after all this time a pump action shotgun is one of my favorites, and one that I am the most confident handling in an emergency. Just get familiar with it, and practice enough that you enjoy your results, and the recoil won't mean a darn thing to you.
As far as other stages, that will depend a lot on what you plan to do in the shooting sports. Ie whether hunting is in the picture or not. I got into firearms long before getting into hunting, and my tastes leaned a certain way. Then I went hunting, the tastes started leaning another way, and I realized that a lot of skills from hunting, not to mention using the same firearms, would benefit home defense and homeland defense (both of which are founding reasons for the RKBA). Then I got into a full time career and found that I just wasn't going to be able to hunt anywhere near as much as I hoped, and needed to keep things simpler in order to be the slightest bit competent at anything. And then I bought my first boat.
As far as starting a functional collection, a shotgun, rifle and 22 is a good core - if you're going to hunt, make it a bolt action, if not, a semi-auto. If hunting is in the mix, a full power bolt action (ie 30-06, 270, 308, etc) is good to get early on while you still have the youthful resilience to get accustomed to the recoil and the ability to get accustomed to the mechanical aspects. If hunting is solidly not in the mix, just save up for a high quality, accurate 308 semi-auto such as an AR-10 or equivalent. Trust me, just save and then go full bore, don't ever buy anything "to tide you over". That being said, don't think as a beginner that you need a high grade item to get all the accuracy that you're probably not capable of. Ie don't get a $2k Les Bauer AR-15, start with a $600-700 used Bushmaster (if you're going that route at all.)