I have had the P-239, and had a Kel-tec PF9 (very similar to the LC9). Did you mean to compare the P-238 to the LC9? -- That's a closer match.
When comparing the P-239 to the LC9, it's a difference of night and day, but guns that aren't really designed to do the same thing.
The P-239 will be much easier to shoot well, and you'll shoot it a lot more. The LC9 will be marginally unpleasant to shoot, and you certainly won't shoot it as much. You'll find a big difference in prices, too, even if you buy used.
The LC9 is almost a pocket gun (it can be with some trousers); the P239 is simply a compact single-stack 9mm (or .40) pistol that is smaller (shorter/thinner) than some guns. It'll be easier to conceal than many 9mms, but not nearly as concealable as the LC9.
If you want an all-round gun, the P239 is your pick. If you want a far-more concealable 9mm for concealed carry, the LC9 is probably your pick. Both can be carried concealed.
If you want a home defense gun, or one to plink with at the range, the LC9 is NOT the gun to get.