Which gun is best for you I can't answer.
For me, looking at everything out there, I chose Glock. They are phenomenally reliable and well made. Their compact (or subcompact for that matter) are some of the best carry choices. Even people who don't like Glocks will concede that...just as I will concede that Sig makes high quality pistols and so do other manufacturers.
My personal bias is towards extreme reliability and proven design.
I would worry too much about the 9mm vs 40 vs 45 debate. All three are good self-defense calibers and the ballistics are not that radically different when talking hollowpoints. E.g.:
9mm Speer 124gr Gold Dot @ muzzle = 364 ft lbs
9mm Speer 124gr +P Gold Dot @ muzzle = 410 ft lbs
.40 S&W Speer 155gr Gold Dot @ muzzle = 496 ft lbs
.40 S&W Speer 180gr Gold Dot @ muzzle = 420 ft lbs
.40 S&W Speer 165gr Gold Dot @ muzzle = 484 ft lbs
.45ACP Speer 230gr Gold Dot @ muzzle = 404 ft lbs
Muzzle energy isn't everything but frankly it's a lot when talking about handguns and typical engagement ranges.
Yes, the .40 S&W gives you a little more power. It also comes with more kick. I don't care for .45ACP for carry because of the capacity tradeoff, but then, many people happily carry 5-shot snubs so in the end, you have to suck up all the data you can find and weigh it in your mind. If you're down to choosing between a Glock and a Sig, you are already choosing among the best guns on the market, so to some extent you can't go wrong.
I carry a Glock 19 with the +P 9mm and have no worries.
NRA Endowment Member
Oregon Firearms Federation Member