Are you in the USA or overseas?
If you are in the US & want to buy new 9x19mm rounds for your SIG pistol, I'd suggest these popular sites; www.sgammo.com www.natchezss.com www.midwayusa.com www.shopcorbon.com www.cheaperthandirt.com www.cabelas.com
For defense or protection use(concealed carry) only use new/factory made 9mm ammunition. No hand loaded or reloaded pistol rounds. In a defense or lethal force event you may be required to explain your actions to law enforcement or in court.
For regular practice or target shooting, there are a few decent, low cost brands to use; CCI, PMC, Winchester white box, American Eagle, Hornady.
For protection-carry use, I'd check out; Ranger T 124gr +P JHP bonded, Ranger T 127gr +P+ JHP, Speer Gold Dot 124gr +P, Corbon DPX, PowRball 9mm, Hornady Critical Duty +P 135gr, Golden Saber bonded +P 124gr JHP.
Some 9mm shooters like the frangible MagSafe SWAT & Glaser Safety Slug loads too.
For duty or concealed uses, I carry JHP rounds in my main 9mm magazine with factory new FMJ(milspec ball) type ammunition in spare magazines. I like knowing if I need back-up magazines I won't need to worry about feeding-cycle problems or malfunctions in a critical incident. A FMJ round may work better than some JHPs against wood, steel, glass, etc in a extended shoot-out with a armed subject. Hollowpoints or frangible rounds are ideal but FMJs are good also.
Keep you ammunition clean & check it often. Dirt, grit, crud, moisture, etc can cause damage. You wouldn't want to deal with it in a gunfight.