Double-stack SIGs are a bit of a handful for somebody with smaller hands, so make sure you get to try them out if you are concerned about that.
For P220, although there are occasionally oddball calibers out there, you are basically talking about .45 ACP, a great defensive cartridge and one whose earth-shattering recoil is greatly exaggerated. The P220 Carry is a fantastic gun. Going back to the grip size issue, SIG makes factory short triggers (this is not the same thing as the Short Reset Trigger or SRT) and slim grips that make this a very comfortable pistol for smaller hands. For larger hands, you can get Hogue rubber or any of the wood aftermarket grips to beef it up a bit. The P220 is an absolute top-flight carry gun, in both the Carry and Full Size models. There is also a Compact, but that seems to be a different enough animal that I wouldn't compare it directly to the other P220s.
The P225 (a.k.a., P6 if it's a refurb European model) is a compact single-stack 9mm. Not made new and not a lot of aftermarket options for it, and mags can be hard to find, but a very shootable gun.
The P239 is slightly smaller than the P225 and comes in 9mm, .40S&W, and 357SIG. In 9mm and .40 it is a very nice little pistol, very concealable, but a bit low on capacity. I haven't shot it in 357SIG.
If you try out some double-stack SIGs and know you can shoot them and conceal them, the P229 is a great weapon, in the same calibers as the P239. The grip on the P229 (and the larger barreled P226) can be slimmed down some with aftermarket grips, namely Hogue's Extreme G10 or aluminum, but those are expensive (around $130). Thicker grip means harder to conceal, but you will get much higher capacity in the gun.
Last word---all of these come in tradition DA/SA (double-action first shot, single-action follow-ups with no manual safety) and DAK (which is SIGs proprietary double-action only trigger; well liked by a lot of people who have shot it and want a DAO pistol; also no safety). The P220 also has a cokced-and-locked single-action only (SAO) version; I just got one of those (Carry sized) and I love it, but it's a competition gun for IDPA and I will most likely stick with DA/SA for a carry gun.
ETA: Oh, yeah, if you like 9mm or .40S&W, don't rule out the sigPro guns. They can be had for a steal, and you rarely hear from an unhappy sigPro owner. Modular backstraps allow some degree of custom fitting to the shooter's hand. I have not shot one but would really like to try one out.