Sigma's not as bad as others let on
I have had 6 over the years in both 9mm and .40 In fact my second gun(my 1st "real" auto) was a Sigma Value edition with the ugly gray frame. In all of those I have never had a single problem with them. I learned pistols with a S&W model 19, so the trigger pull was not that difficult to master.
The knocks on the pistol are almost always about the trigger. It's tough, but not impossible, and it does get better over time. If you are looking for a pistol to impress your buds with and shoot 2" groups at 15 yards(yes it can be done with practice,lots), then the Sigma is not the right gun for you. If you want a defensive pistol, plenty accurate at SD ranges, and does not have a trigger that would make a newbie nervous about picking up, then either Sigma would fit the bill.
For caliber, either is cheap enough to shoot. Premium SD ammo seems to be more plentiful for the .40 and is the same price as 9mm. If $3 box more for FMJ is a deciding factor then go with the 9mm. Also, if you have another person who is new to firearms, I would go with 9mm, as it be easier to learn to shoot with. Recoil of the .40 is snappy and in a new psitol shooter can lead to flinching and anticipation. I don't know where most folks shop but if you shop at WalMart or Academy, the .40 ammo is always more plentiful. During the ammo shortage, .40 was by far the easiest caliber to find.
I have some very expensive pistols, but I just can't pass up a good deal, so I always seem to end up with a Sigma. In fact I have sold two to good friends who needed a reliable handgun for home defense on the cheap. Do not pay over $275 for a used one in new condition. They are $300 new, so don't get taken. The only problem with the Sigma are guys trying to sell used ones for the price of new ones, then getting their knickers in a knot when you offer $250!