My tool is a Beretta PX4 in 9mm. I've put countless thousands of rounds through it - cheap, expensive, hot, handloads, lead, fmj (well, you get the idea). I have yet to see a FTF or anything remotely like a malfunction in any way. The only thing I saw was when teaching a friend's girlfriend to shoot, and she limp-wristed it. I got two stovepipes ejecting while she was shooting, but it worked flawlessly both before and after those two (and that was not a gun malfunction, but her not holding tight enough.
That said, I've never shot a Sig, but know plenty of people who love theirs...