Sig makes a great gun, but $800 is a little steep for what it is, IMHO. If you're set on a Sig, look at a 220, 226 or 229. They're great, reliable guns at about half the price of that.
Take a hard look at the Springfield XD/ XDm line. Springfield makes an outstanding gun and I was very skeptical of the XD line when they came out, but they're tried and true and I hope I can get one soon.
For those that don't know, I was in Law Enforcement for nearly 6 years. I worked on the street, as a detective and in Special Operations. I've shot multiple guns in multiple calibers and often assisted the Firearms Instructor/ Range Master for more shooting time/ free ammo.
So, any advice I may give comes from years of actual experience.