I have a Lasermax on my Sig P226, and a Crimson Trace on my Sig P232. Pros and cons to both. The Lasermax is integrated into the frame, under the barrel. Nice. But you have to change out the spring to a shorter one, and change the breakdown lever (all included). The switch is on the new breakdown lever. So you have to reach towards the front of the gun to turn it on. Not good.
The Crimson is nicely integrated in the supplied grip, and has both a on/off master switch at the bottom, and the pressure switch in the front of the grip. You can leave the master switch turned on without draining the battery, and the laser lights up when you grip. The only downside is you are stuck with their comfortable but ugly grip forever.
Lasermax costs a little more, but both are expensive.
Lumspond