Rounds grouping to left of POA generally indicates a too tight grip on the pistol. Try this:
1) Hold the pistol one handed, with only the thumb and middle finger holding the pistol (index finger for trigger); third and fourth (pinky) finger should be away from the grips (just loose, don't stick them straight out).
2) Get good sight alignment and MAINTAIN it; focus on the top of the front sight
3) Press the trigger while maintaining sight alignment and focus on front sight
4) The shot going off should be a surprise. Do NOT instantly look at the target; continue to drive the front sight.
I learned this from Randy Cain at his Tactical Handgun 101 class and found my groups tightened up considerably. When you go to a two handed grip you can squeeze as much as you want with the 2nd hand, but keep those extra two fingers loose.
I generally reload my ammo but have found my Sigs to be accurate with everything. Unless I'm on a rest the pistols are more accurate than I am.
The Sigs generally come from the factory dead on. Unless you suspect someone has monkeyed with the sights I'd work on fundamentals before trying anything else. I'm in much the same boat; working on getting my fundamentals down so I can shoot my Sigs as well as they're capable of.
9mm is generally found in 115grn or 124grn loadings. I believe there are also some 147grn out there and Hornady makes 124grn XTP hollow points. Accuracy should be essentially the same at usual ranges.