This game is also available on PS1.
Your first fight with Sigma should be an easy one if you have the S. Blade and the golden Armor. First climb the wall closest to you, to the top. Then Double dash to the other wall (you should be above Sigma.) Slide down near his head and shoot an S. Blade, if it makes contact (with Sigma) his power will go down 2 notches. Repeat those steps and you can defeat him without getting a scratch, If your careful.
The second Sigma is harder. I Suggest to use Hyper C. (Gold Armor) and shoot into the Holes on his Shoulders. If your out of Hyper C. than super charge the X Buster. It'll do the same Damage.