I prefer the P250 because it fits my hand well, and the glock does not. All things being equal, I'd suggest the glock, too, but all things are seldom equal. See if you can handle them, either at the range or the local gun shop, before making a decision.
This is really a personal pref decision because of the difference in trigger mech. If you like DAO firing..go with the Sig..if you prefer STF go with the glock. To throw another option into the mix.. I personally chose the S&W M&P subcompact over the glock 26. I agree with others here..its a must to handle a few of them and get the one that works best for you.