Although the sig is a very good pistol.... and im not trying to get into a debate here.... as an instructor, i have found that any traditional double action gun is difficult to learn. Why add in something else to master (two trigger pulls) when its hard to concentrate on the other fundamentals. That being said.... I usually dont suggest a specific model but give some thought to this. Get a glock 17. usually not too hard to find, not too pricey, reliable, easy to maintain, safe and cheap to shoot. its a 9mm so ammo is somewhat reasonable. Now go and get an Advantage Arms (not a ceiner) 22 cal conversion kit. It will include a magazine and the complete upper. I recommend the Advantage arms over the ceiner because it uses actual Glock sights (not the tiny sights john ceiner mills into his uppers). Now you only have one sight picture to master, one trigger pull to master and one manual of arms to master. You gave a real gun in a real caliber and a cheap way to learn. The price of the conversion kit is a wash after you save a ton of money shooting 22's over 9mm.
My final thought..... The only thing I caution new shooters on with the Glock is the procedure for takedown. (1.remove the magazine, 2.rack the slide to eject the round, 3.visually and tactilly verify that the gun is unloaded, 4.release the slide, 5.point gun in safe direction and 6.pull the trigger........etc) I bought a Glock 23 from a nice nine fingered newbee (who switched step one for step two, ignored 3 and 5) for a ridiculously low price.
no matter what you buy, safety is paramount.