I have a pre-Cohen P239 in 9mm; it was my carry gun for 6 or 7 years before I switched to pocket carry for my EDC needs.
I think the 239 is one of the best single stack pistols available. I am also rather fond of the P7 and the 3913. My pistol has around 8,000 rounds through it, and it had one single malfunction that was due to a chewed up case rim. Not only has it proven reliable, but it is extremely accurate as well. The trigger pulls in both DA and SA have really sweetened up with use. It is one of the few DA/SA pistols that I can shoot just as accurately in DA mode as I can in SA. There's something to be said for a pistol that you can shoot really well, even if it doesn't have 16 rounds on board.
Aftermarket grips are available, but most of them make the grip fatter, which closes the gap with pistols offering higher capacity. I use a set of factory walnut grips (made by Hogue) that I reduced to dimensions more comparable to the factory panels. With the factory plastic grips, or with reduced wooden grips, the 239 is much, much slimmer in the grip than it's brethren.
For concealed carry, there is a significant difference between the P239 and the P229. The 228/229 has a much fatter grip, which is the part of the gun that you must work hard to try and hide. For my hands, the single stack feels much more natural in my hands. I would also recommend getting your hands on a P225 (not a P6) and seeing how you like it. Many folks believe it to be one of the most comfortable grips available, but be advised that the grip panels of the 225 are thicker than those of the 239.
I bought a factory threaded barrel for my 239, and I now use it as a suppressor host. If I had to start selling off my guns, this would be one of the last to go. I would most likely find difficulty in replacing it, because like AustinTx, I don't trust SIGs made after 2004.
If you find a 2-tone with the nickeled controls, it was made in "the good years." I would avoid the 2-tones that only have the nickeled slide, the SAS and DAK trigger models, as you're now treading on the Cohen territory. Aside from that, the plastic grips are date coded inside, which is helpful assuming the grips are original to the gun.