CO2 pistols are nice, mega kick if you get a blowback one. I've only ever had one that was airsoft legal and the magazines were horrendously unreliable, developed ridiculously terrible leaks all the time and I could never find a way to deal with them.
Green gas is probably a better option, rubbish in cold weather in comparison to CO2 but much easier to sort any leaking issues with the mags and can be made a lot cheaper by buying raw propane instead of green gas. CO2 capsules are pretty expensive in comparison. You're also forced to use a whole cartridge even if you just want to plink a few targets for 5 minutes, so green gas is a bit more versatile in that respect.
There's a lot more choice with green gas pistols as well. In fact the choice is practically limitless. If you want a CO2 pistol though, I'd go with one that comes from the airgun world, converted for airsoft BBs. Like a KWC P226 X5, or a KWC Desert Eagle, something like that. They both seem to be pretty good, not heard anything bad about them.
KJW have a CO2 range as well, I had the MEU and as I said, the mags were dire, so I wouldn't recommend them. KJW green gas mags seem to get a bad rep as well, but the green gas versions of the guns can all take mags made by TM or WE, from what I've heard, so at least there are alternatives. If you want a KJW for CO2 then you're stuck with KJW mags.
Hopefully you can pick what you need to know from all that, let me know if you need anything clarifying. If I don't reply then feel free to PM me, I might forget to check back, I comment on so much stuff I forget where I've been lol.