I use the Hogue wrap around grip. I have large hands, and the Sig P239 stock plastic grips just didn't feel right. I lusted after this gun. The main reason is that I wanted a high quality, single stack, DA/SA for CC. I already had a Hogue wrap around on my Berreta .40 Border Marshal, so the deciding factor on buying the Sig, was putting the Hogue grip on in the gun shop. As soon as I held it with the new grip, my credit card came out and jumped into the dealers hand. It doesn't really add any width, it just filled in the spaces my fingers were looking for. The 239, IMHO, is a great gun.
And if the Hogue finger-groove grips don't fit you right, try the Hogue wood grips. They're a shade beefier than the stock plastic ones, and don't have that slippery feel to them either.