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Stevie,
We have 2 SIGs, a P229 and a P239. We have SIG factory barrels in 357 and 40 for both guns. I would recommend that you buy a SIG factory barrel if you want to carry it. Totally reliable. SIG factory barrels are about $150, EFK FireDragons are $139, KKM precision are $169 and Bar-Sto is $200.

I just spent $214 on a Bar-Sto conversion to 9mm for the SIG P229. I have waited for 2-1/2 months for it to arrive. I put it in the gun TODAY and upon chambering the 1st round it locked up and won't go into battery and I can't pull the slide back to eject the live round. It's just stuck with about 1/4" of the guide rod sticking out of the front of the slide. Did I mention I'm irritated!!!!!

Anyway, spend the $150 get the SIG factory barrel and you will be happy about everything but the cost of 357 SIG ammo. And the "perceived" recoil is a little less than the 40S&W(per my wife)

http://www.ammoman.com is about the best you can do on ammo price for 357 SIG.
If you don't mind reloads lots of people seem to like Georgia Arms "Canned Heat"