I can't do a direct comparison, but I do have a P239 in .40 and a USPc in .45. The USPc .45 is apparently somewhat larger than the USPc 9.
Both are fine guns, each with the own advantages and disadvantages. The Sig is quite accurate, smaller and thinner. It has a decocker but no manual safety, so it must be carried decocked. If you look at the Sig, you'll notice that the gun is relatively deep from the top of the slide to the area where the trigger guard meets the frame. It seems to have a relatively high bore axis and feels top-heavy in my hands. The slide lock on the Sig is the lever that is farthest to the rear on the frame. That is different from most semi-autos, so I have to consider it a net negative (I have a lot of different guns so anything significantly different from the norm can lead to confusion under stress). The double action trigger isn't bad. The single action trigger is pretty good -- not M1911 good, but pretty good nevertheless. I haven't had any frame cracking issues with mine, but I don't shoot it that often. If the frame does crack, I'm sure Sig will stand behind it.
The HK is larger. It does have a manual safety, allowing it to be carried cocked and locked. Personally, I'm not a fan of DA/SA, I prefer a gun which has a consistent trigger pull. Therefore, I consider it a significant advantage to be able to carry the HK cocked and locked. The HK feels a bit better balanced in my hand. The double action trigger on the HK is ABSOLUTELY AWFUL. It's horrendously heavy. The single action trigger is pretty good, but not as good as the Sig. I've heard about HKs breaking firing pins if dry-fired a lot, but I haven't had any problems with it myself as I don't use my HK that much.
In summary, both are fine guns. There are things I like and things that I dislike about both. The P239 would be a better choice for CCW. With that out of the picture, it really boils down to individual taste.
M1911