As for the p226 finish, I've considered sending in my old p226 and p6 for a Nitron refinish, but after a few months of carrying, I figure the finish will be more or less back where it was in the first place. There are other companies out there that seem to do a good job with more durable finishes - some cost a little more, some a little less than Sig factory.
As for sending it up Exeter to be checked out, you could save a lot of time and money by just having a competent gunsmith check it out. Is there anything that makes you think the pistol needs a check, or are you just being abundantly cautious? Sig has some packages on their website for checking and tuning pre-owned pistols, but if its just a once-over you're looking for, consider your local gunsmith.
For my p226, I'm going to send it up to Exeter for a tune up and trigger job, since I've shot the heck out the the thing and the original gritty trigger has always bothered me. Aside form that, I'm leaving mine alone. I'd rather put the money into a tune up than a refinish, but that's just me.
My 2 cents - which is more that its worth - is maybe to sit on the idea of refinishing your p226. I did that, and found that the finish wear didn't bother me so much after all, particularly as a work horse pistol.