I have owned a number of M&Ps (45 and 9mm), and one SD9, and several Glocks, but I've never owned a .40 of any make. However, I can offer you some general observations.

I want to like Glocks, but they just don't fit my hand well. I mean, I can grip them OK, but I find my grip on the SD and M&P pistols to be more comfortable. In the S&W polymer line, the Sigma is the least expensive, the SDs are the middle, and the M&Ps are the top (not that they are all that expensive, anyway.) I like the SD pistols, because they break down very easily (like a Glock in fact), have a comfortable grip, good capacity, and are relatively inexpensive. I've seen them around here for about $400 (the Sigmas are selling in most places for under $300.)

The M&P pistols offer more features...and one of the best is that you have three back strap options, so you can tailor (somewhat) the grip to your hand (these come in the box, you don't have to buy them separately.) M&Ps usually have a better trigger out of the box than do the SDs, and considerably better than the Sigmas. If you want, you can get an M&P with a lock, or with a safety...these are not available on a SD or a Sigma. The M&Ps have both full size and compact versions of each caliber available, so if you want, you can (eventually) get a second M&P in the same caliber, full size and compact...and the compact can use the same magazines as the full size (but not vice versa.) Most places sell the M&Ps (with standard sights) for around $500 MOL.

I think most would agree the M&Ps are better pistols, and well worth the extra money. The SDs are a good option too, and certainly not bad for a first handgun. The Sigma is inexpensive, but the trigger pull is very heavy...if you were used to DA revolvers, it might not seem so bad to you, but if you are an inexperienced shooter, you might find it difficult to shoot accurately (pulling your shots because of the trigger) and it may not be as enjoyable. There are many, though, who own Sigmas and like them very much...so this is just my opinion, which with $2 might get you a cup of coffee at Denny's.