Forget the P226 unless you get the stainless version. I got rid of my P245 because I got surface rusting just by leaving it in the box. This is absolutely unacceptable as sweating on the gun will cause it to rust much faster. I'm sure you have much better things to be doing than wiping down your gun constantly so it won't rust to pieces. If you want to carry a Sig, make sure it is a stainless model such as the P229. I think the P239's also have stainless slides. the alloy receivers won't give you any trouble.
I am 5'7" and 155 lbs. I can't carry a gun the size of the Sig P229 easily with clothes I can wear normally in the hot and humid Miami weather. That is why I switched to the Glock 26. With it's tenifer finish and polymer frame, it holds up to the elements very well. The small size allows me to shove it in my waist band at the 3 o clock position and pull my shirt over it. With loose fitting slacks, I can stick it in my pocket and place my wallet over the front of it to hide the outline. I hope this helps.
The ATF should be a convenience store instead of a government agency!