I have both the SIG P6 and the P239 (.9mm) and prefer the P239 over the P6. The P239 does indeed have a smaller profile -- it's smaller all around and thinner, it's also more rounded for concealment. It also has a better double-action trigger...the P6 has a harder trigger pull.
Also, the P239 magazines are readily available so they're not as pricey as the P6. The P239 comes with the 8-round magazines but can also be used with a 10-rounders, whereas the P6 is limited to 8-rounds. Though the P6 can be found for $285-350 versus a used P239 .9mm can be found for between $425-600, depending on the variant and finish.
Personally, I'd go with the P239 because of the smaller profile, fair magazine prices, and having the option buying the 10-round mags. The P6 is nice to have because it's no longer being made, making it a classic collector's gun.
I would buy a P239 first, followed by the P6...then add the P228, then finish the 9mm series by getting the P226. Once you've completed the 9mm collection, I'd immediately shift my focus on buying the P220 .45ACP. Finally, you'll want to work your way to the P229.