Well, it's a Sig, so hard to go wrong. That said, it does seem to have definate ammo preferences. You'll need to try out different brands and see what your's likes. There is supposed to be a second slide spring included with the pistol so you can change that and see what happens. There should also be an extra front site or two to help find your right one.
We got my wife one a couple days ago and she loves it. I need to help break it in as well, though for me larger would be nicer. Unfortunately there's a large difference between my hand size and hers.
Hope that helps.