Congrats on your new purchase....the 357 Sig is a great cartridge. I have it in a SigP229, and have never had a feeding problem, recoil is light, and it packs a punch. The ammunition can get pricey though, they just don't make it in the volume that they manufacture 9mm, 45 or even 40 S&W. You can make a barrel swap and plink with 40 S&W though, since the ammo is cheaper (at least around here). No other changes should be required.
Have fun.