My collection so far (Omigosh!):
Sigma EX 15mm fisheye
Sigma EX 20mm f1.8
Sigma EX 24-70 f2.8
Sigma EX 105mm f2.8 Macro
Sigma EX 70-200 f2.8 HSM
Sigma 1.4X TC
Sigma 2X TC
Canon EF 35mm f2
Canon EF 50mm f1.8
Canon EF 85mm f1.8
Canon EF 75-300mm f4-5.6 III
Sold my Canon EF 28-135 IS USM
Optically, I love the Canon 85mm f1.8 the best, especially for portraits. It's AMAZING, and you can see the difference right on the little LCD of the D30. On a computer monitor it's even better. Even looking through the uncapped lens is like looking through an empty cylinder, the aperture is so nice and BIG.
The Canon 50mm f1.8 and Sigma 70-200 f2.8 HSM tie for a close second, optically.
The rest are so-so, frankly speaking. I find them acceptable, but not fantastic. That's where Photoshop comes in, but that's another story.
The Sigmas are not problem-free.
The Sigma 20mm f1.8 hangs the D30 if left on for more than 5 minutes, and this disables the auto-off. This can drain the battery after a few hours, and you end up with a dead camera. This happened on my only official assignment so far, a graduation photo-shoot. Thank God I had a spare battery. Now I make it a point to switch off the D30 or set the auto-off to 1 or 2 minutes when this lens is on the camera.
The Sigma 70-200 f2.8 HSM I bought secondhand must have been dropped, because the service technician said the lens barrel was bent when I complained that the zoom ring was tight. It seems to be a bit looser now, now that I think about it, probably because of much use and abuse by myself.
It intermittently refuses to autofocus (usually at the most critical moment), even after having the chip replaced. I suspect it's an AF/MF HSM motor clutch problem, because it can be persuaded to start autofocusing by jiggling the manual focus ring while half-pressing the shutter button. I'm waiting (hoping?) for it to eventually die completely, so that I have an excuse to get a Canon 70-200 f2.8 IS USM (unless Sigma comes out with the rumoured IS clone technology). Despite this, my best shots have mostly come from this lens, and I don't regret getting it at all. Optically it's wonderful. If there's ONE Sigma lens I would recommend above all others, it would be this one.
Colour-wise, I've noticed that my Sigmas tend towards the warm side, whereas the Canons give truer colours. That's OK with me, because I like my pictures with a warm yellow glow anyway.
Unlike Tom, I don't really plan to replace my Sigma glass with Canon, because I have no compelling reason to do so (except for the aforementioned 70-200 IS USM - MAYBE). The fact that Sigma has lousy resale value probably contributes to this.
Note that my Sigma lenses are all EX series, which are SUPPOSED to have much better quality control and consistency. So far I have not been disappointed (either that or my standards are not very high).