You asked, I'll answer; go with the SIG. I have the P22 and have shot thousands of rounds through it. I have small hands and it fits me and my children like shooting it too. I have the package deal where it came with the 3 & 5" barrels. With the 5" accuracy is so so, w/the 3" it's not great. I like the looks of the gun and the sights are okay except you can only adjust the rear sight for windage. the front site is a plastic piece you pop out and then you pop in a taller or shorter one for elevation but for CCW that doesn't matter. For CCW you only want the shorter barrel.
Now, If I was lost and on my way to Hell and you know the way of salvation, would you not tell me if I was being foolish by putting my faith in something that can't save me? I'm guessing you'd risk offending me to tell me the truth because you're supposed to love "all" men and the way to love all men is to tell them the truth, right?
So I'm going to tell you the truth; carrying a .22 for your stated reason that you can't afford 9mm is a very thin arguement. I can appreciate the financial constraints, Lord knows I can! BUT, a .22 is a very very poor choice for CCW. I'd recommend that you buy the .22 you want for a lot of cheap practice but consider buying an inexpensive 9mm when you can afford it, or even a .380. then you can practice basic markmanship with the .22 and shoot the .380 or 9mm a bit here and there and carry that.
Two guns that you can consider down the road that might be ok CCW weapons for someone on a budget (me
) would be a second generation kel-tec P3AT in .380 or the new Kel-tec PF9 in 9mm. I know the .280 is $260 or so, or less and I believe you'll be able to get the PF9 for under $300. Even a good S&W J frame .38 Airweight 642 is about $380 but it's an excellent weapon.
I know how things can be tight so do what you need to do but consider planning on obtaining something that'll be minimum of .38 or 9mm (or .380 at the very least).
Not to be pushy but I just wanted to tell you the truth...
God Bless
Gideon