In my experience, the SIG, while a fine weapon, is less reliable than the HK.
The HK has a higher capacity (12+1 vs. 7+1, or 8+1 with optional mags).
The HK has more options for carry (cocked and locked, DAO, hammer down safety on) and ambi control options.
The SIG has a smaller gripframe.
The SIG has an arguably better DA pull (but the HK has C&L capability, and if you know how to lube it right the DA rivals the SIG).
The HK is arguably tougher and more durable.
You really can't go wrong with either one. If the HK fits your hands I'd take it, if not, the SIG.
Shoot 'em both if you can before deciding.