You can pick up nice a SIG P239 for 500 to 550.
They are not the lightest, but shoot great.
I'll second that. My carry gun is a 40 caliber P239 and the accuracy of this gun is simply amazing. I'm talking 1 inch groups at 30 feet amazing. Yeah, it was from a bench rest but the sight radius on a P239 isn't exactly long. It has also proven to be 100% reliable in over 1500 rounds downrange.
BTW, mine has Hogue rubber finger groove grips on it and with these grips it points perfectly and they also cures the front strap "bite" that is normal for the P239 with the factory grips. The front strap on the grip frame of the P239 is pretty flat and has some sharp corners on it that can "bite" a bit, so 20 bucks for the Hogues is a wise investment.
As for the price, IMO it's worth it if you can come up with the scratch. Because accuracy and reliability in a gun that is easy to conceal is worth spending a bit more. BTW, I would recomend getting a standard model with night sights. The SAS is a sweet looking gun but you really don't need the anti snag treatment on the P239 because it quite snag free in the standard configuration. In addition the P239 has enough muzzle flip that the SRT trigger isn't really of any benefit, you just can't hit well enough at the firing rate the SRT trigger allows. In addition, with a limited capacity, shooting really fast is just a good way to run out of ammo too soon. There, I've just knocked about 130 bucks off the price tag for you.
If you can find one used, plan on spending between 500 and 650, because they do command a premium. Also, on any used ones make sure you field strip it and check the frame for excess wear. Sig uses an anodized aluminum frame and they really need to be lubricated with grease, oil just won't do the job of keeping the frame from getting chewed up by the slide. Big areas of bare aluminum get a thumbs down, however light gray areas where the black dye is wearing through is NOT a problem and completely normal.
Another one to look for is the famous "Staple Gun", the HK P7M8. A fantastic and very slim 9mm with some very interesting features. One is that it's a squeeze cocker. Squeeze the grip and it cocks the gun, release that squeeze and the gun is uncocked and can't be fired. It also uses a gas recoil system and this results in a bore axis that is the lowest that can be found in a handgun. Muzzle flip is nearly non existant because of that low bore axis and the gas system results in a very soft recoil. It also results in a gun that isn't great as a range toy, after 50 rounds you'll have to let it cool down or the trigger will burn you. The only problem is they are a bit spendy, however shooters can occasionally be found for 460-550 bucks.
