Shinken, the worst that could possibly happen is that you will own a Sig! The 229 is smaller; the barrel is about a half-inch shorter and it has a max 13 round capacity vs. the 15 rounds in the 226. The 9mm is a more inexpensive round than the other calibers offered in these Sig models.
You didn't mention if you plan to carry or just tear up paper targets and the like. Lurk and "listen". I bought a P220 Compact with the intent on carrying and have begun doing just that. My choice was pretty much the same as yours. I looked at a Compact, a Carry and a 245. I had already decided on a 45 and had the good fortune of being able to shoot a Sig twice before getting way hooked on the shove of a 45. (But alas, 45ACP ammo isn't as cheap as 9mm so I've begun "rollin' my own".) Rent both models if you can and run a box or two of ammo through them. Warning: It is a hard thing to do, that going through only 100 rounds with a Sig in your hands. Don't forget to try shooting one-handed also. Good luck in your decision.