I would for sure not get the sigma I havent heard many satisfied customers with those. I own a glock model 22 (40 S&W), model 23(compact 40) and a model 26 (subcompact 9mm). Glocks dont feel the best but I know at the end of the day it will be reliable and accurate. My latest gun to carry is the model 26, and I really like it. This is my first 9 but its much more enjoyable to shoot then my 40's. I like the 9 and 40. The only downside I have with the 40 is the cost in ammo, and over double the amount of hand recoil. I have heard several debates on which one is better, and I dont have any first hand experience to offer but all I can give are facts. Depending on what you are going to do with the gun will have the most influence on what caliber to purchase. I hands down enjoy shooting my 9 more then my 40's. But if you are carrying some like to carry the larger round. At one time the .38 was carried by LE and considered a decent round. Both the 9 and 40 are light years ahead of that.

from winchesters website.
9mm 147g 1010fps 333 ft lbs
40SW 180g 990fps 390 ft lbs
38Sp 158g 750fps 200 ft lbs
45 230g 880fps 396ft lbs