I just purchased a Sig Pro 2022 in .40 S&W just today. I absolutely love it as its very compact and light weight. The trigger/balance/feel is superb are all excellent and its a great shooting handgun. I like the adjustible backstraps and how ergonomic the controls are. I also like how CTC makes Sig Pro lasergrips. I definatly like the Sig Pro more than the 229.
Only your can decide caliber. What are your needs, moreover, what is your understanding of terminal ballistics? I bought mine in .40 with ever intention of converting it to .357 Sig as I feel that it has a slight edge in some situations. Keep in mind, the difference between a 9mm and .40/.357 Sig is slight in ballistic gel. All perform very similarly when using good qualiity JHP ammunition. 9mm gives you more capacity, less recoil/flash which equals more controllability and faster follow up shots.
Personally, I feel that both the Sig Pro's and Sig Classics both lack magazine capacity.
If you compare a Sig Pro or Sig 229 to a Glock 22 or Glock 23, the Glocks both have a higher magazine capacity and are smiliarly sized. That being said, I own both a P226 in .40/.357 and now a SP2022 in .40...the caliber reduction is an annoyance, but the guns quality more than make up for it. Besides, if you are all about capacity, get a G17 with a 33 round magazine. Capacity isn't everyting, but extra bullets are always nice in a gunfight.I would reccomend familiarizing your self with the data that exists about both 9mm and .40 S&W and make your descison. Is this your first handgun?
A 9mm may be a better choice as its lower recoil may lesson the probability of developing a flinch or other bad/occasionally unbreakable habits. Ammo is also ever so slightly cheaper...
I just got mine today, so I can't tell you about a holster but I am planning on looking at Bladetech or Comptac....maybe even Blackhawk, though I doubt they make a Sig Pro holster.