Going through the same right now with my wife. We have looked at a dozen or so right now. Her favorites are the S&W MP and the Springer XDM. Good luck to her (and you) on your search.
Lars laid out the differences b/w the two quite well.
The 250 has been plagued by problems, so you are taking a chance when buying one. Just check out the sig handguns section on ar15.com there are PLENTY of unsatisfied customers when it comes to the 250.
If you want something cheaper with a good reputation go with a G19 or SW M&P 9mm FS.
You cannot ever go wrong with either of these weapons, but lets just point out that the 250 is modular, so $800 dollars just might get you the compact and the sub-compact!
That being said, the hk is sweet, albet expensive, but look around a little, elmore's is a great place, but unless you are in a big hurry, March 19 is just around the corner and that means its 1500 time again, maybe save one or two hundred there.
my votes for the 250. if you dont like it you can sell it fast and with out that big of a loss.with the hk if you find you dont like it it could take along time to get gone or take a bigger loss to sell fast because of its big price and the fact times are rough. plus if the sig has the trigger thats right for you we all know that = better shots and it is all about were the rounds hit the target.