Looking at the few user reviews on Amazon it does not work as seamlessly as the Nikon SB600, SB800 or SB900. Not sure you save enough to give up the great flexibility of the Nikon CLS.
Note: Be sure an look at the several different listing on Amazon for the Sigma. The EF530 is listed in multiple titles, including the "Super" model.
Nikon D300; Nikon 18-200mm f/3.5-5.6G IF-ED AF-S DX VR; Sigma 150-500mm f/5-6.3 AF APO DG OS HSM,SB 800