The SP2022 in 40 cal is IMO a better gun straight out of the box than even the M&P40 FS.
It is slightly heavier and with an almost 1/3" shorter barrel, the felt recoil is lower. I feel that it more than makes up for any minuscule "higher bore axis". I love how it ejects cases straight out to the right at any power level rather than to the right and rear or sometimes right in your face with other guns.
The SA trigger is fantastic. It sits at the back of the trigger guard just like with a 1911 and has virtually no take up or over travel. It makes for a very accurate shooting gun. Be careful though, you may be tempted to shoot all your shots SA and when you try the DA, you'll think that the trigger will never break and may wind up jerking the gun just to get the shot off. The DA pull is long and heavy but smooth with no surprises other than not breaking until you are nearly pushing against the frame.
Adjusting the sights will require a sight pusher with an 6' breaker bar or an impact wrench. But really, I needed a 12" crescent wrench on the sight pusher to break it free. I thought something would break, but the sight simply would not move unless you give it that much force. Be careful and you won't damage anything. Don't bother with a hammer and brass rod, it won't work.
Magazines are expensive if you can find them. I heard you can modify a Baretta 92 magazine for the 9mm SP2022, so you might be able to do this with something similar.
When you field strip it, the position of the push through slot is not exactly in the locked position, it's a little forward of that spot. Don't try to force the pin through when the slots are not lined up. It will push through easily when the slide is in the right position. You must also compress the recoil spring and push it forward to get it out. There is a small protrusion in the back of the guide rod that aligns it with the barrel assembly.
Lube the barrel hood and where the barrel meets the front of the slide, but no matter how much you do, the finish will wear off quickly. That is not a problem, it is just the sign of the precise fit of the barrel and slide with the Sig pistols. They all do that
.
Most of all, shoot it a lot. You will quickly get used to it and it will make shooting a 9 feel like shooting a rimfire.