My Sig P239 is very accurate. I don't have experience with the Cougar, but based on shooting the full sized models (Sig P226 vs Beretta 92), I would guestimate that the Sig would be slightly more accurate.
With a guy named Brian I know from the range it's the Couger...
We shot both and both are good guns.I would say they are probably pretty even.Try dry firing them both at a gun shop to see which trigger feels better to you.