My preference...
In .357mag I own a 2" Rossi 461, a 3" Rossi 461 an a 3" S&W 65LS. I used to own a 4" S&W 19 (P&R), a 6" S&W 586, and a Taurus 605. I plan to replace the 2" Rossi and my .38spl Taurus 85 and S&W 442 with a 2" Kimber K6s, and I'd like the 3" Kimber K6s and/or a 3" S&W 686plus. Someday I'd also like an 8 shot S&W N-frame in .357mag. I'd also like a lever rifle in .357mag, though I may go .44mag or .45LC instead.
In .357SIG I own, nothing, and I've owned nothing. I might get a conversion barrel for my S&W M&P40c or (if I can find one) a conversion kit for my SIG P250c. There is a very slim chance I may buy a Glock 33 (or 27 with conversion barrel) or a SIG P229 in .357SIG. If I get one, the main reason is to be ready for the next ammo shortage, the more calibers you have, the better chance you'll find something you can shoot (and during the last shortage, even when a store was out of .40S&W, they usually had .357SIG remaining, that is, if they carried it to begin with).
So, for me, the clear winner is .357mag. Very few calibers are as versatile...You can run low powered .38spl for easy practice or to teach new shooters, 158gr .38+P can be a great choice for home defense or all around defense, you don't have to chase brass for easy hand loading (and thus cheaper practice), you have 125gr .357mag for one of the most effective self defense cartridges, and you can go up to 180gr hardcast for defense against anything in North America. That is if you don't hunt, and if you do its versatility just goes up from there.
.357SIG, it is a good caliber for CCW, but then, so is 9mm, .40S&W and .45ACP and they have more platforms available and cheaper ammo.