Which Sigma are you thinking of getting, the 8 mm or 15mm?
Anyway here's a mini review of the Sigma 8mm.
Good points: Cheap, compact reasonable image quality.
Bad points: Excessive colour fringing at the edge of the image circle. Build quality while acceptable isn't great.
In comparison to the sub 10mm Nikkor fisheyes:
When compared to the 8mm Nikkor circular fisheye the sigma has a less even light mapping, that is the retention of intensity of light falls off more rapidly. This manifests itself in a couple of ways. Also the mapping accuracy of the Sigma is a good 15-20% below that of the Nikkor 8mm. This lack of mapping translation isn't critical unless you are using the fisheye for scientific purposes such as % cloud cover measurement etc. However it does lead to a slightly variable accuracy of rendering of a 3D object in to the flat field.
When compared to the Nikkor 6mm/2.8 or the Nikkor 10mm/5.6 OP there is no comparison in either image quality or abberations / fringing.
With that said the only viable alternative for the Sigma are the Russian fisheyes, both of which are slightly better optically than the Sigma but the Russian units do have a couple of drawbacks in build quality and sample variation.