Well a Sig should be easy. There should be a a band around the grip. Copied this from the Sig site directly:
NEW pistols will have a silver band with a black SIG SAUER logo, they are shipped in a black case. The previous firearms were shipped with a blue grip band and ship in a blue case. Certified Pre-Owned Pistols will have a red grip band and ship in a red case. As of Early March 2012 we started moving towards changing from the black plastic case to a cardboard and foam box on some models.
If they try to deliver you a pistol without the band or the wrong color band I would demand it be corrected.
Personally I smell a guns chamber and barrel. I dont know why but I can smell the difference between a new and a used gun that way. Other than that as others have stated there should be no "obvious" signs of wear anywhere on the pistol. Good luck and congrats on your new purchase.