I did my own testing between a sigma and placid bipolar shunt, using different switching loads and various amps, both using the same input voltages & transformers, and loads, etc. Admittedly one is designed to deliver amps and the other milliamps. The shunt can not hold a light for the Sigma to see by. Check me, but I think the Sigma has an unloaded noise of ~12uA.
In all my tinkering, I've yet to see anything as rock solid as the Sigma. Every aspect works. Voltage that doesn't drift with line fluctuations(provided you spec your transformer properly). Rails that track, which works better than anything else(again, in my limited tinkering) for offset drift. No current limiting. Unless you have a power supply that is built and tuned for a very narrow and specific application, I don't see how you could go wrong with a Sigma.