Is this a carry gun? I think 9mm will serve you just fine. Using premium ammo, expecially +p 9mm, .357 Sig is not much more than 10% more in speed and energy. Compare the +P+ Winchester Ranger to a similar .357 Sig round. Also, the Sig cartridge is actually a .355 bullet...so it should have been named 9mm Sig Magnum or something.
If you shoot alot, get the 9mm. If you want more power in a carry gun, I'd prefer a .40 S&W.
I carry a USP .45f converted to LEM as my primary duty gun as a police officer in the Midwest. My off duty and court gun is a P2000sk 9mm with LEM. I like the 9mm in the smaller p2000sk. We use Speer Gold Dots, which is excellent ammo.
I also reload both calibers. Both are very easy. It is really easy to find nice one-fired 9mm brass at my local private range.