I own 3 Sigma lenses, including the 18-125, which I just got last week.
I've only taken a few shots with the new lens so far, but my first impressions are that it's sharp, focuses quick, and is physically much smaller and lighter than my old Sigma 28-200, and feels like it is made of a better quality plastic or carbon composite material.
But I also noticed right away that the focusing motor is much louder than my other Sigma and Canon lenses - not a big deal at all for a casual photographer like me, but noticable.
I spent several years and many WDW trips shooting with my Canon Rebel G 35mm and my Sigma 28-200 lens. The 18-125 gives my Digital Rebel the same range of zoom that my 28-200 gave my Rebel G, so my digital outfit is now even with my 35mm outfit, except that the digital stuff is all much newer technology and has many more capabilities.
I found the 28-200 to be the perfect walkaround lens for me at WDW, giving me plenty of wide angle capability coupled with 6.9x zoom. Since the 18-125 gives me the same range of zoom on my Digital Rebel, I'll be happy with it as a walkaround lens for years to come.
I did consider spending the extra money for the 18-200, but for the reasons Kelly described above, I decided to save my money and go with the 18-125 instead.
BTW, I got mine from Tri-State Camera, through their eBay store, which has better prices than their regular web site. It only cost $230+$16 shipping, and Tri-State sent it out the day they got my payment info.
http://cgi.ebay.com/Sigma-AF-DC-18-...56066QQcategoryZ30067QQtcZphotoQQcmdZViewItem