I've been looking very hard at the P250 as well, including reading the whole 107 page thread on SigForum, and here's what I've found:
They had early production problems with a batch of extractors, some 9mm magazines, and some of the springs (recoil and trigger system) not being up to snuff. That was 2 years ago, and it's taken a while to get it all sorted out, but it finally seems to be. These problems led to a lot of early FTF (light primer strikes), and FTE. Sig customer service has fixed all the problems without admitting any of them were widespread.
The latest guns produced seem to be problem free. Compact and full sizes are available, the subcompacts aren't yet. Conversion kits seem to be hitting the market in a trickle, and your best bet is ordering direct from Sig for them (be willing to wait a month or six).
Overall, the marketing really preceded the company's ability to meet supply/demand by a good year or two, so if you want one for the gun it is they're good to go, but if you want it for the gun you can turn it into, better to wait a few years and let the supply chain catch up to the idea.
Keep in mind, this is all internet hearsay, and I still haven't been able to find one to hold and fire...