I have had my Sig 938 (938-9-BG-AMBI Blackwood) now for 6 months. It's not my primary EDC, but is very useful for those times when my attire/social circumstance makes carrying anything much larger difficult. I have been very pleased with the performance of this pistol, and for a small 9mm gun I have found that it shoots very well. The small clip-on OWB holster that came with the gun is OK (fits & holds the gun nicely), but I don't use it that often. If you're going to carry it OWB I would invest in a holster that is more securely attached to you. I mostly use a Blackhawk pocket holster (size 3) when I'm carrying this pistol. I use a self-manufactured magazine pouch to carry an extra magazine in a pocket; there are several on the market for not too much money.
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I have not found a round that this gun doesn't "like." I have put 700 rds through the pistol, using Federal, Winchester, & Blazer FMJs for the range, mostly in 115gr, some 135gr. My carry ammo for this gun is Federal HST 124gr JHP. I fed 150 rds of that through the gun after shooting 200 rds of Winchester FMJ during break-in/test without a hiccup. Frankly, I'll be surprised to hear if you find a particular name-brand factory round that the gun just won't shoot reliably.
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If I had to grouse about something it would be that Sig is overly proud of their magazines...extra magazines cost a bit more than I think they should, but that is not uncommon :wink: