I just picked up a Sig 239 in this caliber a couple of days ago. I thought that it might be fun to play with for a while. I had no idea how hard it would be to find ammo locally. I didn't want to buy the reloading dies and brass for a gun I only plan to have for a while, but it might be the best way to go about this. So I'll go along with everybod else and say you should stock up on ammo or reloading components.
Andrew