I've attended several class at Sig, including Defensive Pistol, Defensive Rifle, Defensive Revolver and Defensive Folding Knife.
This was close to 10 years ago, so the staff has changed a couple times, and I imagine the curriculum has as well. At the time, I thought it was an excellent program, particularly if you haven't been through other training before. (At the time, Sig threw in the ammo with the training fee, which made it an even better deal).
If you are new to firearms, start with their most basic course. If you are somewhat experienced, go for a more intermediate course like Defensive Pistol.
It was good training and safe, many of the techniques I've retained to this day (if not the skill) and dynamic training is so fun that it will ruin you for the square range for a while after.