I have one - a .40 sub-compact - and I like it very much, but honestly, I would hesitate to recommend it to others.
First, the good news: it works perfectly (now), and it fits my particular needs exactly. I wanted a dead-simple, point and shoot pistol, with no safeties, and with no change from DA to SA after the first shot. I also wanted a .40, because it outperforms even a .357 in a barrel of three inches or less. There are several makes to choose from in this category, but the P250 is the only one that fit my hand well. (Even with a grip sleeve, I just cannot get a good grip on a glock). I also like the sights, and the easy-to-replace grip frame appeals to those who might be tempted to reshape it to suit their particular needs.
The bad? My new pistol required TWO trips back to sig to fix a persistent FTF problem. That used up the limits of my patience, but like I said, it's working perfectly now.
The trigger is long and smooth (as I wanted) but it has a particularly long reset, which could be troublesome. The sights are set up for sig's "combat hold", which means the bullet impact is at the center of the dot on the front sight, rather than the top edge of the front sight, and it is expensive to adjust it. I originally wanted a 9mm top end, but they caliber change kits are so expensive that it almost makes sense to just buy another pistol.
IF they get the quality issues worked out, and IF the costs of the modular parts becomes more reasonable, they'd have an excellent pistol here. Clean up the long reset and they'd have something very close to perfect. But right now? I'm not so sure.
Having said all that, this is the gun I want on me, when I want a gun. I shoot it well, it is powerful and accurate, and small enough to stay out of the way. Like a double-action-only revolver, it is forgiving of minor lapses of trigger discipline, and there is no safety to forget to snick on or off. Grab it, and it works.
I'd have probably gone with the three-inch .357 had the P250 not been available. That would have left me with a less powerful gun, and almost half the number of bullets, all in a slightly larger package.