H&K USP Compact
I currently carry one in .357 Sig. While I can't speak for Sig pistols, I've put almost 10,000 rounds through the H&K with no misfeeds, no jams, and still as accurate as the day I bought it. Fits pretty well too, not too big and still handles like a large frame semi-auto. With different holsters it can be inside the pants, outside on the belt, etc etc, with a good degree of concealability.
While not trying to open the which caliber is better debate, I chose the .357 Sig over the .40 b/c it's muzzle velocity and energy are almost the same as a .45. a.k.a. one shot makes Haji (or whoever) go down, not two or three.
All that said, the best CCW guns out there are the one and two shot derringers. The come is respectable calibers and can fit in a front shorts pocket and it looks no more noticeable than a set of keys. Me, I just like the knowledge that I have 12 shots ready if needed.