I too have all three, plus the P229, which I normally carry. If you put them all down together, they really are not all that much different size wise. The P239/P220 are eight round guns, the P226/P229 are twelve rounders. All carry pretty much the same. (I carry IWB, so thats how I compare them) The one SIG I have that is noticeably different than the rest size wise, is the P230. Its really not much different overall, just a good bit thinner.
Here are the P239 and P229 together....
This shows how some of the other SIG's comapre...
left side....P220, P220 Carry, P245
right side...P226, P229
I'd suggest looking at all of them and pick the one that feels the best to you. If possible, shoot the ones that do and then pic. They all "feel" some what different in your hand, but all seem to shoot the same for me.
I wouldnt worry to much about which one is smaller for carry. Size really has little to with anything. If you have the right belt and holster, dress right, and have the proper attitude, you can carry and conceal just about anything.