Ya can't go wrong..
...
Any Sig 9mm, in the smaller versions, are both excellent shooters, and the quality is there, dependability and reliability..
My only thoughts about the P239, other than yep, ya can get a new one, and in SAO, DAK, or SA/DA. But you'll be limited to 8 rounds unless you go with a larger mag which will defeat the smaller, thinner, ccw beauty of one.
You should also look into a good, nice, P225 or P228 (I can't remember which one) 9mm, single stack mags that hold 10, as well IIRC, P225's 9mm, which I shot one, single stack mag, and it was real nice, REAL nice..
Bottom line, NIB is gonna be around 900 bucks, and any of the used I mentioned are gonna be anywhere between 500 - 600 bucks, I think.
Also, on your list, should be a look at any Sig P229 9mm, as being double stack mags, more rounds than any mentioned above, but with the standard grips, or some Hogues, is not that much more in width, IMO.
Any which way you go, you can't go wrong with any of the above Sigs in 9mm with thinner grips, and smaller ccw use.
If you have or need more information, post this question in the Sig thread here:
http://www.thehighroad.org/showthread.php?t=260824&page=49
Ls
Edited with correction P225