Small, Medium, Large.....
I read a gun press article about 2 years ago, where the intrepid author advised CCW license holders & armed citizens to pack the "largest handgun they could" in the most powerful caliber they could safely handle.
Now, don't get me wrong. I follow the "use enough gun" plan but the fact that you have a 6" barrel N frame .44magnum or a long-slide 1911a1 type .45acp is
not going to scare off or even impress every violent thug.
My advice to license holders is to tote the largest caliber in the most practical size for your use(s). Most(not all) US gunners can pack a mid-size or large frame pistol. The weight, frame & shape are not that hard to deal with if you use proper gear/holsters.
I packed a 4" barrel Ruger GP revolver & a Smith and Wesson MP45 Compact concealed in strong side polymer belt holsters with no effort. I had to look at the .45acp pistol on my belt to know it was there.
As for a SIG pistol, Id look at these top brands; Wright Leather Works, Galco, Milt Sparks, Ted Blocker, Alessi, Greg Kramer, High Noon Holsters, Mitch Rosen, El Paso Saddlery, Blade-tech, Blackhawk(SERPA), Safariland(the new AT7 line).
I like the Wright Leather Predator or the new lined Masters holsters. They can be re-holstered one handed & they have a body shield.
Kramer in horsehide is very popular with armed professionals(federal agents, military spec ops, etc). Galco offers a lot of choices.
I'm impressed with Safariland's new AT7 holsters. They should be available in SIG Sauer holsters soon. Glocks, M9s, M&Ps are available now.
Blackhawk & Blade-tech polymer rigs can be converted quickly for cant/draw. That's a practical feature if you want to change how you conceal or carry the weapon. I switched my M&P .45acp from cross-draw to a strong hip carry often while on a trip thru PA last year.
I'm not a big fan of IWB holsters but many like them. I'd add that you should always carry at least one spare pistol magazine. It might help.