Go for the 39. I also wear 39.5 in CL and Choo, but 39.5 is def too large for me especially in the Sledges.
Thanks. I ended up going for the 39s, and I'm glad I did. I have one foot that is just a tad smaller, and it was almost slipping out of the 39. The other foot fit fairly well. I was a little scared to order the 39s since it said that they were equivalent to a US 8.5, and I'm definitely a 9 or 9.5, but I'm sure glad I did.
The shoes fit really nicely as well.