I own an h&k usp compact and a Sig 226r, both in 40 s&w.
I have no experience with the later p2000's, but have plenty of time behind my usp compact. What I can say is with the combination of the bulky slide and light plastic frame, it doesn't feel properly balanced. My thumb hits the safety/decocker when I fire it, very agitating and uncomfortable. On the other hand, it has a nice trigger feel and ambidextrous safety.
I love everything about my Sig 226r...the trigger, the all metal frame and slide, this gives it a substantial, natural feel in your hand. The very sound of the slide locking in place is beautiful.
Both guns are very accurate, but the h&k took considerably more time to master. For me the Sig comes out on top, looking back I can't justify spending $700+ on a firearm that's halfway constructed of plastic. If you go with the Sig, make sure it's a 229R - with the picatinny rail.
Just my 2 cents.