I also had to make this choice not once but twice.
The first time I chose a Kahr E-9 because it was a little less expensive than the SIG and the second time, I chose the K-9 because I liked my E-9 so much. I should never have sold the E-9 because it fit me like no other gun had ever fit me. It was a great gun but my new K-9 is an even better gun.
Good points about SIG 239:
1. Price is often a little less than the Kahr.
2. A true double action gun with second strike ability in case you get a dud primer on the first shot.
Bad points to the SIG 239:
1. Grip doesn't fit me as well as the Kahr.
2. High bore axis, this is a really bad trait in a gun that needs to feel instinctive. When it sits high in the hand, you tend to feel disconected to the gun.
3. DA/SA throws of shooting in almost everyone. The first shot is often wild and the second may go off too soon. With enough practice, you can get used to it but at first, it is a major hurdle to good shooting.
Good points to the Kahr:
1. For me at least, it is an ergonomic dream. This is how guns should fit!
2. Low bore axis. Makes recoil feel less and points better.
3. Same trigger feel for each shot.
4. Blocky and square slide top acts as a plane for sighting. It helps you find the sights faster.
5. Grips that come with it are great, Hogue grips already on it. With the SIG, you have to buy them separate, add $20 to your price.
6. Did I mention how much better it feels in my hand than the SIG?