I'm a big Sig fan - I have a 226, 228 and a 229 (in .40)
The 228 is the only one I would carry concealed with any reasonable expectation of keeping it hidden. The 229 is a great gun, I love the hell out of it, but it's a bit thicker than the 228. With a light mounted to it, it is my bedside gun. I also infrequently use it for IDPA matches.
If you're interested in the Sig platform for a full-sie concealed pistol, look at buying a used 225 - it's basically a single-stack (thinner) 228...
Or if you're dead set on .40, consider a Kahr P40. I have a P9 as my every-day carry, it feels and shoots like a big pistol, but conceals like a small one. The P40 is only the tiniest bit bigger than the P9 (if I had to do it all over again, I might have gotten the P40 instead)
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Ars Longa, vita brevis
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