I have both a P6/P225 and a P239. The size difference is at most a quarter inch here and there.
The biggest difference is, you can also have the P239 in .40 and 357SIG.
Personally, I prefer the feel of the grip of the P239 over the P6. My middle finger gets jammed up into the trigger guard on the P6, which is somewhat uncomfortable. The factory stocks on the P239 are a tad skinny for me, and I did replace them with some Houge checkered wood grips, which have more "swell". It would be nice if SIG offered the factory grips with some more swell, as I prefer their factory stocks to most of the aftermarket stocks.
Both guns shoot great, and you cant go wrong with which ever you choose in that respect.
If your thinking of getting one of the P6's, be aware your probably going to have to change out the mainspring if you want a decent DA trigger. Most of them are pretty stiff, and not what your used to if you have other commercial SIG's. I have two P6's, and both needed the mainspring replaced. The "newer" (98 vs 82) had a better trigger, but it was still pretty heavy. The newer gun also had the bar/dot sights you see on most commercial SIG's, the older one had plain sights with no markings at all. I prefer night sights, and added them to both. I also have them on my P239.
If you can, I'd try and at least "feel" one of each at the same time, and even better, shoot them. The whole thing with either, is "feel", and what you like best. Not to throw more fuel on the fire, you may want to look at the P229 at the same time. They really are not all that much bigger than the other two, and carry half again as much ammo in the mag as both.
Then again, you can buy one of each and drive yourself crazy trying to figure out which one you like best. I did, plus some. Nothing 'twitch twitch' wrong with 'twitch' me.