Both are excellent choices as ccw handguns, but let's see some details:
The Sig 239 is still in production, so, you can get more accesories for it, like: night sights, more models of holsters available, hogues, crimsom laser sights, cheaper original magazines, etc. Besides you can get the Sig in different trigger configurations, the DAK trigger is excellent for ccw. You can get the 239 with different finishing, stainless steel is an important consideration when picking a ccw gun. Also you can get the SAS 239 wich is nice for carrying. Futhermore the option of buying it in 9mm, .40, or .357sig is also a big advantage. The 239 is a very reliable and accurate gun. So, despite I love my P5c I have to recomend the Sig 239.