Yeah I was going to say the Sigma doesnt' have an external safety. It is a good gun, but it has a very heavy trigger pull (that's the safety). Plus I would like it is a little large for a CCW gun if that is what you are looking for. I like the Walther PK380 as well. It is a little bigger than most other CCW 380's out there, but it is built off the same frame as the P22. I own one of the P22's and love to take it to the range to shoot. The frame is just the right size for my hands, so that is why I am leaning a little more torward that.
But best suggestion anyone can give you is to go to a range and rent these guns and see if it shoots the way you like. Handling a gun fully loaded may change the way you feel about the size and weight. Plus I always want to know how the gun will feel when I hoot before I buy.
Oh and if you know someone that is an NRA member and gets the American Rifleman magazine, there is a great write up on all the 380's that have been coming out for CCW.