Recently had the same dilemma, and ended up with a Glock 22 (.40 S&W).
Probably the biggest consideration would be what your planned use is. I was looking for a good CQC weapon ie: home defense - distances to 12 yds. I have several 9's and a 1911 A1. My reason for the .40 was, it had similar ballistics to the .45, but (especially with the Glock's low barrel position) was much softer shooting, meaning quicker back on target and the wife is MUCH happier putting in time at the range!
I like the .40/.45 not only for the stopping power, but with relatively slow (850-900 fps) rounds I worry less about 'over penetration'.
I've seen 9's (1000 to 1200 fps) blow right through 'targets', walls behind them, and through the neighbors wall. Also, it may take considerably more shots to accomplish a put-down, and this is with frangible rounds.
As for the .357SIG (1300 + fps), I really like them for outdoors (urban combat) situations. Powerful and flat shooting, it would be my choice for 50+ yds. or targets through car doors, etc. The down side is pretty sharp recoil, and the above mentioned over-penetration when in a home defense situation.
Also, Lauretij2 mentioned problems with the finish on the SIG Pro, I know of two people at my club with the same problem. Doesn't seem to affect the performance of the weapon, but looks crappy.
Hope this is some help, but then you know the one about a**holes and opinions... ;-)