As far as the build quality on the Sigma 10-20, don't get me wrong; it is built well. Far better than the 55-250. It is probably as heavy as the 10-22mm. I would say the build quality of the 10-22 is just a shade under an L series.
Then try some other lenses, e. g. older lenses by Tokina.
Tokina, for instance, is owned by Hoya, the largest manufacturer of optical glass in the world. They also own Pentax now and continue to make high-quality lenses for Pentax medium format cameras.
And i know this might start up some conversation, but here it goes.
No doubt there are quality lenses on par with Canons', optically and build wise. However, are there any that ARE BOTH, and will work on a FF? I can think of a few, and i know there are probably more than that out there.
Yes, sure.
Tokina's 11-16 mm is optically and build quality-wise the best ultra-wide angle zoom lens for crop sensors out there. In terms of built quality, Tokina is probably the best among third-party lens manufacturers. Their `old' film lenses being much sturdier than the current-gen crop lenses. I had one crash to concrete at over 35 km/h (~ 20 mph). It survived while my body was toast.
Another example are Sigma's 30 mm (which works only on crop sensors) and Sigma's 50 mm (which also works on full frame cameras). While the former has a reputation of being soft in the corners, it doesn't really show in most situations.
The 50 mm Sigma is optically the best 50 mm lens for the Canon mount. Its built quality is probably beaten by Canon's f/1.2 -- but that lens costs and arm and a leg and weighs quite a bit. The built quality is easily better than that of the f/1.8 Canon and f/1.4 Canon.
There are also situations where Canon (and sometimes also Nikon) offer no alternatives. Sigma's new 85 mm f/1.4 comes to mind: it's much, much cheaper and lighter than Canon's f/1.2 and I assume its image quality is at least on par with Canon's f/1.8.*
Sigma also has some very interesting tele zooms in its line-up that have no Canon competitor, e. g. its 120-300 mm f/2.8.
* Note that ultra-wide aperture lenses usually do not offer the best image quality, see e. g.
here. What you're paying for first and foremost is that ultra-wide aperture.
I guess the reason why I want an L is the same reason I bought an Apple. Are there cheaper alternatives that will get the job done? Absolutely. I just like the feel of the lens. Half of my lens purchases have been non Canon, so it isn't like i am not open to other alternatives.
In this case, you don't have to `deal with Windows' if you choose a different manufacturer. Alternative manufacturer lenses usually offer more bang for the buck. Although my 30 mm Sigma won't work on full frame and its image quality may be beaten by Nikon's 28 mm f/1.4, the latter costs 5-6 times as much! (I paid 280 for it (used) while the Nikkor -- if you can find one, these puppies are very rare -- sells for 1.5k+.)
To me, it's more realistic to think in terms of
budgets or lenses at equivalent price points: if you can buy two very good third-party lenses instead of one L lens, then in all likelihood you'll do better buying two lenses. The `worst point' of L lenses is that they are made for full frame: a 24-105 mm won't be very useful for my type of photography, 43 mm (equivalent) won't cut it for me. Ditto for the 70-200 mm zooms (I'm saying that even though I own one).
There are things to consider though: third-party lenses usually have more quality control problems. This is mainly a problem for `cheap' lenses, expect that $3k Sigma lenses will also be subject to strict control. And most third-party lenses tend to focus on crop sensors -- this is where the money is.