Good pistol, if you like DA pistols, Sig really has the best DA trigger in a production auto I think. They are awful smooth. For your ammo, try and stay away from the 147gr. Some folks like 'em, but they are going too slow in the pistol. The heavier 9mm bullets work really great though in carbines.
For pistol, the 115-124 and even the 127 grain bullets are where it's at. If they don't expand, they all, 115-147gr., make a 9mm hole, but if they do expand they make a bigger one, and since the lighter bullets have greater velocity and more kinetic energy (and here kinetic energy plays a direct role in the transfer of energy that causes the bullet to deform) they tend to expand greater and make a larger diameter crush wound inside the target. 147gr. is known to not expand and to even over penetrate due this combined with increased momentum, whereas there is lesser weights tend to shed more energy inside the target and not overpenetrate.
Now, 115 or 124? I feel that what the 124's lose in velocity, they gain in penetration due to increased momentum inside the target. Also, I find they are more accurate at the range, possibly due to the small increase in ballistic coefficient, or possibly just due to my particular pistols and loads.
Whatever you get, 115 or 124 (or 127) you want a quality jacketed hollowpoint loaded to +P or +P+ specifications (make sure your pistol can digest these, I'm pretty sure the Sig can handle the +P but you may want to make sure +P+ is okay in it) and you want it loaded by a quality manufacturer. So which one? I won't start a war or debate on this, I'll just say that you should get the one that is consistently reliable in you pistol, somewhat available to you, and that you feel confident in. The last, "one you feel confident in," may be baseless for criteria, but goes a long way in your confidence overall that the weapon will perform as expected. As long as you follow the above criteria in selection, 115-124 or 127 grains, +P or +P+ loading, reputable major manufacturer, your pistol likes it, YOU like it, well, then you can't really go wrong.
Personally, I use Winchester Ranger T-Series 127gr. +P+, part number RA9TA, 50 rounds. It is basically the new black talon round, but not black. They work well in my Glocks and are fairly accurate with good velocity. They are also easily available just down the street. Winchester makes several different 9mm Ranger loadings in T-Series as well as Silvertip loadings, from standard to +P to +P+ loadings. Illinois State Patrol used the 115gr. +P+ Ranger (not T-Series) with good effect for two decades. They work well in my Glock too. Other good ones are the Speer Gold Dot +P, Corbon +P, I think Federal has the HST in +P, and I'm sure there are others. Hornady has the most accurate bullet, the XTP, but it isn't loaded that fast. Generally the non +P and +P+ loadings are not the most accurate. I get best accuracy in 9mm by the way, at about 1050-1100fps in a G17 (little faster in G17L) when using 115-124gr. bullets (and XTP's in particular). Because +P and +P+ cause much more wear and tear on the pistol over time, I limit their use. I'll "qualify" with them from time to time, train with some occasionally, and overall, shoot a few hundred per year. The rest of the time I shoot much lighter reloads in the same weight.
Stay away from gimmicky stuff, boutique manufacturers, reloads, etc. The all copper bullets are getting popular, but there isn't much evidence about their performance, except for the fact that they are loaded lighter due to the increased length of the bullet --because of this and because they are very expensive, I'd stick with quality JHP's in hot loadings. Handloads would be okay IF you are comfortable loading +P and +P+ loadings in 9mm. I'm not, so I buy +P and +P+.
Hope this helps. Rest of you don't bother dragging me into a debate, I hate how these kinds of threads evolve, I just wanted to give the OP some decent advice since he said he's new that he can't go wrong with, and I won't be checking back in on this thread anyway.