Hi,
The finger pain may be down to you pressing too hard or the quality of the guitar. If the action is high on the guitar (not uncommon on cheap guitars) you will have to push down more on the strings to make a clean note.
It does take a while to get over the sore fingers stage but the fingertips do toughen up. As for guitars - if you're looking for a decent electric guitar in the 1500 USD or less range you would get something really nice - a mexican Fender Strat or Telecaster, a Gibson Les Paul Studio or SG, a PRS CE24...
For acoustic, you could go for a smaller one. Maybe a Taylor GS Mini - would only set you back about 400 USD.
You need to try a few - you might hate the ones I've suggested.
Good luck
:-)