I was going to go with the P226 until the last time I stopped to check out the wares at the sporting goods shop. They didn't have much for Sigs but they did have a P229 in 9mm in stock. 3 seconds in my hand & I was in love. I've never been a dedicated fan of any brand before - in fact I only have 2 from the same manufacturer, my LCP & aught 6 - but I have a feeling that's going to change when I pull the financial trigger on the 229.
My S&W mod 5906 is currently my favorite, it's just too heavy for a daily carry - that's a ton of SS. 9mm is my favorite caliber to shoot because of that one, but .40SW is one of the few cals I've never fired. I like .45 but the extra capacity in .40 sounds nice for a carry gun. I've heard it's pretty snappy though. Can't imagine much more than a .380 coming out of my LCP - it's a nice CCW, but there's no weight to it & barely a grip even with the extension.
It has a bit more snap than a 45.. but if you can manage it.. its lots of fun. Probably shot couple thousand on that p229.