But I went for the 41mm. I was in your same position a few years ago, choosing between the 39mm, the 41mm, and (since I was in the neighborhood) the Double Split. I ended up with the 41mm for one simple reason: it is the more wearable of the three for me - I am 6"4 and have a 7 inch wrist.
Below are some thoughts on my I opted for the 41mm (I will focus on wearability as collectability is market-driven and, sadly, I am not a soothsayer):
Technically, the 41mm is an improvement on the 39mm when it comes to movement advances, which is expected after 12 years. Key for me are the 60 hours power reserve and the power reserve indicator.
Aesthetically, this is purely a matter of preference. The 39mm is the original, the icon: the first Lange I fell for. Movement-wise, the Double Split is the monster with a ridiculously finished and designed movement - as close to a city as can be (the triple split is definitely a strong more recent contender). All three are phenomenal and you cannot go wrong with any choice (I feel this to be the case with any Lange watch). I personally prefer the simpler layout of the baton vs roman numerals. I also prefer the 60 hours power reserve (note that I thoroughly enjoy winding it) and, more importantly, the power reserve on the dial. Don't get me wrong, but just like a car, I like to know how much gas/power is available - especially when there is a noticeable deviation in accuracy towards the end of the power reserve.
On the wrist, this is also purely a matter of preference. For me, when I buy a watch, wearability is a crucial factor. After trying on all three and going back and forth, the 41mm with the deployant was the clear favorite. Admittedly, I looked at buying the 39mm multiple times and kept on pushing it off because of the wrist comfort. So when the 41mm was release in Dec. 2011, I was ecstatic. I can confirm what some fellow purists have mentioned above, in that it does not feel as top-heavy as the other 2 and, for me at least, is the more wearable - even though it is 0.2mm thicker than the 39mm. Understandably, I was only considering the platinum version (I prefer the sportiness of the black dial and white metals) so this definitely affects my perception on comfort. I am not in any way saying that the 41mm is not top heavy or does not sit high; the wear is far from perfect as it does sit high and I have a few mark across the (slightly thicker vs. the 39mm) bezel to show for it. When at work, I usually take it off as the weight does become a challenge when desk diving.
It has been 5+ years since I have had the 41mm and I can say that it has essentially been my daily wearer for most of the time - unless I am going swimming, gym/running, or need something more formal, it is on my wrist. To put it in context, I only bought 1 watch since I bought the 41mm as I just don't feel the need to wear much else (for better or worse).
At the end of the day, this is something only you can decide with your heart and mind. The one recommendation I will make though is that regardless of what you ultimately go for, a deployant is something to seriously consider as I have found the heft a challenge when trying to strap it on with a pin buckle. And if you are price sensitive or prefer second-hand, both can be found on the secondary market fairly easily and as far as I have seen, the wizards at Lange can pretty much fix anything.
Hope this helps!
All the best,
Walid