The Sig Sauer P-239 is really the only SIGARMS I wouldn't mind owning. I seriously thought about ordering one after my Sig Sauer pistol armorer class, but the LE pricing offered wasn't exactly a bargain from my perspective. Perhaps if I didn't already own a number of good quality, reliable compact pistols chambered in both 9mm & .40 S&W it might be different. Maybe.
Personally, I tend to prefer the traditional double action in the Sig line to their DAK, which they describe as an Enhanced Double Action Only trigger function.
The DAK trigger action, like any other, really ought to be experienced in order to form a reasonably informed opinion.
Basically, the primary trigger stroke of the Enhanced Double Action Only (DAK) requires approx. 6.6 pounds of pressure to fire the trigger, and it's the 'full length' trigger stroke of the two ... and the intermediate trigger stroke requires a partial reset of the trigger, and a heavier (approx 8.3 pounds) amount of pressure to fire the pistol.
Granted, the primary trigger stroke actually tends to 'feel' lighter to many folks because of the excellent geometry of the design ... but it's long, too.
When I asked the armorer instructor at my Sig Sauer pistol armorer's class why the shorter reset trigger stroke was heavier (since that's not generally the way of it in many TDA pistols) his answer was that it was the determination of Sig Sauer that it was 'safer' to have the shorter trigger stroke require more effort on the part of the user/shooter. Remember, even though these pistols are sold in the commercial market, much of their intended market is still in military & LE contracts. Safety is a marketable attribute.
I tend to agree that the P-239 has a somewhat bulky, moderately thick (for it's overall size) grip profile. Comfortable, depending on the size of your hand, but a bit thick nonetheless. I prefer my 3913/4040 when it comes to overall grip size & thickness, even with the thicker Hogue grips on the 3913/4040. That's just a personal preference, though, and each person can decide for themselves what they prefer.
Another thing to consider is the placement of the slide stop lever on the Sig Sauer pistols, especially the compact P-239. Depending on the grip of the shooter, the overall size/shape of the lever and its rearward position may create the potential for it to be unintentionally engaged by the occasional shooter. I had a fellow who had previously carried a P-229 (if I remember right) as an issued weapon without any problem. However, the combination of the smaller frame (P-239 chambered in .40 S&W), his hand size and his grip style seemed to create a condition where he was unintentionally preventing the slide stop lever from rising and locking the slide back when the magazine was empty. In this instance it seemed a 'correction' of the shooter was required instead of the pistol itself.
It's mostly a mental coin-toss regarding the choice of caliber, and I'd probably go with 9mm, myself. Don't get me wrong, I have nothing against the .40 S&W cartridge. I own an equal number of pistols chambered in 9mm and .40 S&W (4 each), with some of them sort of 'paired' when it comes to overall size of the platform in the two calibers ... a G26/27 and a 3913/4040. I simply like the 9mm models a bit more for my needs than the .40 S&W models ... not that I'm about to get rid of any of them, mind you.