I don't carry because I live in MD but I love small guns. I don't yet have the 239. I loved the two that I shot and it is a gun I definately plan to own. However, I don't see buying the .357sig model or conversion barrel.
The first one I shot, and the one I liked best, was in .40s&w. If money was no object I would buy that. However, 9mm is much less expensive and I did like the gun in 9mm too. Also, there are several good defensive loads for 9mm (I like the Federal hydroshok and the Speer Gold Dot especially). With the .40s&w being such a powerful and compact round and the 9mm being so versatile I really don't see the point of the .357sig (expensive, not really any more effective than good 9mm defensive premium ammo or a good .40, no more compact than 9mm,, etc).