The split roll pins used to hold the breech block in the older stamped/folded carbon steel slide assemblies needs to be replaced every 5000 rounds. You have a newer milled slide assembly and so that is not anything you need to worry about.
SiG generally recommends replacing the recoil spring every 5-10k rounds depending on the type of ammo used. Higher pressure ammo like "+P" and "+P+" would fit in the 5000 catagory whereas WWB and similar would fit in the 10000 catagory. If you practice with both then you have to figure out where in the middle ground you would be closer to and go with an appropriate numer as your benchmark/milestone for the replacement.
Most armorers would generally recommend a full spring replacement at the 10k mark changing every spring with a brand new one. Not terribly expensive as preventative maintenance goes.