Whichever feels best in YOUR hand. The SK is smaller and therefore more easily conceled but some dislike the grip. Whichever fits your hand the best is the one you should go with. As for the chambering...again, whichever YOU feel most comfortable with. The .40 in either will be quite snappy. Any of the available chamberings will be fine for CCW. The 9mm will allow easier shooting and with the less expensive ammo, allow more shooting paractice which for a CCW is very important.
I have the SK myself (9mm) and it's by far one of my favorite pistols.