Are their any Sigma Art lenses that are better then their Sony G Master counterparts? The Sigma Art lenses seem to be quite less expensive than the Sony G Master lenses.
That is not an easy question to answer. Both series of lenses are among the best made in terms of image quality, but if you read the reports posted in the messages, then you will find that some people will prefer the "look" they get from one lens over another. Then there are mechanical (non-optical) aspects. The way they handle auto-focus might be different. The latest G Master 24mm F1.4 is much smaller than the Sigma equivalent, but the Sigma has a mechanically coupled manual focus while the G Master uses an electrical couple.
You really need to read specific test reports of the lenses you are interested in using. Imaging Resource is pretty good for that. So is DPreview.com. There are others too. You can also check into renting the lenses. But if you do that, you should plan what you want to photograph in advance. If you are going out doors, then know exactly where you want to go, and have alternatives. If you are going to use it in studio, then plan specific pictures.
Here is a test report I referenced before which compared the Nikon Z6 and the Sony RIII. But notice how the Sigma 35mm lens performed in autofocus in the test.
This report compares Sigma 50mm f/1.4 DG DN Art lens to Sony's Zeiss lens and the previous Sigma lens. Optically there wasn't much difference. It was more a difference of handling and price: