Get the 9mm blued or stainless with tac rail. You will be able to use the 15 round hi-cap mags after the ban expires, or buy preban ones (at a premium) now. The tac rail will allow you to use 1913 rail/glock rail/picatinny rail tac lights and lasers. (9mm ammo is cheap, but still a powerful enough man stopper in +P JHP. The Sigs are all rated for +P ammo. The .40 will give you less mag capacity, and the .357 sig ammo is very expensive.
Then again, if you already have a 9mm, you might want the .40 to have a broader range of options. Just more expensive ammo and less mag capacity once the ban expires, no hi-cap mags at all for non-LEO right now. course it's only a month to wait.
I would go with the nine though, that's the classic P226 caliber. I have A P220 in .45, a P239 in .40, and an HK USP9 SD in 9mm. You can't go wrong with ANY Sig or HK product, no matter what you choose, though. Very reliable weapons.