I've had the Sigma and now have the Canon (the 100mm USM, non-L).
The image quality is very close; the Canon is very slightly better but I wouldn't say it's a big differentiator. The Sigma does have one big optical flaw though: it sometimes has unusual flare which presents as severe loss of contrast. It happens in situations that you might not except flare to happen. I guess it occurred in about 5% of the photos I took; none of the ones at close focus distances.
The build of both is similar: quite good but not brilliant.
The Canon has a slightly longer working distance (distance between the front of the lens and the subect). I think this is because the Sigma's front element is recessed whereas the Canon's is at the very front of the lens, meaning when you use the Sigma without the hood it effectively has half a hood built-in, but the Canon's glass it totally exposed without the hood. So the Canon does give you useful extra working distance, but you might find it nice to have the protection of the 'mini-hood' of the Sigma. Also, the Canon doesn't extend when focussing closely whereas the Sigma does. Some people find that to be a problem for photographing insects but I never did.
The biggest difference IMO, and the reason I switched, is the the autofocus. The Sigma uses a conventional motor which is slow and hunts a lot. For macro that's not a problem because you'll want to use manual focus anyway; at those distances even the slightest movement of the camera moves the subject out of the plane of focus. The Canon uses an ultrasonic motor which is a lot better for non-macro photography.
Overall, if you've got another fast lens of a similar focal length (like a 70-200 f2.8 or an 85 1.8) and so will only use this lens for macro, then the Sigma is almost as good. If you're going to use it for non-macro photography, then I think the Canon is worth the extra.