I only carry a Sig P239 in .40 cal. I originally bought a CZ40b for carry, but found it a bit too big. After quite a bit of research (the USP Compact a part of that), I decided on the P239. There are a lot of reasons I went with it, but in the end it is a ton of gun for the money ($550 for me). I find the P239 to be the perfect compromise between portability and shootability, the quality, durability, and niceties of a finely crafted Sig are just icing on the cake. I have many holsters for it, but it carries best in a $25 Don Hume Jit Slide holster and I can wear it OWB with almost any spring, winter, or fall clothes. I also have the Houge grips on it and it adds a complete pinky hold to the gun over the stock grips. The gun is a big little gun, but can be concealed easily and shoots very nicely.
Fit and finish are spectacular, trigger is excellent, and I can hit anything at 10 yards with it which is saying a lot due to my very lacking pistol skills. I have never had a FTF in the 500 some shots I've had through it in the last year and half.