All good advice. I am of the opinion that if you buy premium ammo from any of the big makers, you have picked decent ammo that will serve you well. Federal, Winchester, Speer, Hornady etc.
If there was a single round, really better than ll the others, everyone would be carrying that same round, but, they don't. Some like Winchester 115 GR. Some CCI 124. Some like +P etc.
If there is a Police Supply near you, you may try and make friends there, they usually have the 50 round boxes of premium ammo much cheaper than the boutique 20 round boxes that gun stores sell. Or, order online.
To simplify your life, Speer makes the Lawman family of ammo for practice and, then the Gold Dots for duty. Ballsitically pretty close, one full metal jacketed and the other, arguably, one of the best defensive rounds available.
The NYPD is liklely the largest LE agency around that uses 9mm. They use the 124 GR +P Gold Dot and seem plenty happy with it.
Don't overthink it. ANY of the major manufacturers will make decent practice ball ammo (ball=full metal jacket) (115-124 gr) Find the one on sale and buy a bunch. When you shoot all that up and, find that another brand is on sale, buy a case of it. Your Sig (239-228-229-226?) Should eat them all without a hitch.
Don't be shy about shooting +P in a Sig. I honestly believe you will get bored shooting it or, run out of money before you wear it out.