The Canon EF 15mm f/2.8 Fisheye takes sharper photographs on my Canon EOS 5D than the Sigma 8mm f/4 EX DG Fisheye does on my Canon EOS 20D, but then again every lens takes sharper photographs on my 5D than on my 20D.
I've never tried the Canon EF 15mm f/2.8 Fisheye lens on my 20D and only once have I tried the Sigma 8mm f/4 EX DG Fisheye on my 5D...something I will never do again. Each of these lenses have their advantages depending on the type of camera you have.
The Sigma 8mm f/3.5 EX DG is new and I'm not sure if anyone has had a chance to use it, but as I understand it, it will no longer have darkness on the outside edges of the image like the Sigma 8mm f/4 EX DG Fisheye does (which never really bothered me in the first place). Also, when I bought my Canon EF 15mm f/2.8 Fisheye lens I investigated the Sigma 15mm f/2.8 EX DG Fisheye lens and reviews seemed to be about dead even. In the end I eventually selected the Canon EF 15mm f/2.8 Fisheye only because of brand loyalty.
That said, if you have a camera with a 1.6 crop factor, I wouldn't buy a 15mm fisheye lens at all; regardless of the brand.