If you plan to keep and shoot the 40 will be cheaper. Personally I'd do the glock. Resell will be easier if you ever wanted to flip it for something else. Plus 10 mm is pretty nasty.
What he said. I had a 250 compact in .40, and I severely disliked the double-action only trigger, plus I have never really liked Sigs. I could hardly give it away when I went to sell it. If you wanted the best of both worlds, look into a G35 or G24.