.357 SiG is dead, DEAD, D-E-A-D. Fewer than a half-dozen LEO agencies nationwide have opted to standardise on it, the ammo is very expensive and -very- hard to find, only a handful of weapons are chambered in it, and it has severe over-penetration problems. Very little reloading dope exists, the selection of projectiles is minimal at best, and the report/muzzle-flare are HORRENDOUS. The only worse choice in "production" rounds would be .45GAP. Neat novelty round, but not what you want to standardise on "out of the gate."
First get a .22. Practice with it. A LOT. You'll be able to afford it, and Fundamentals=win. Then get something in 9mm/.40/.45 for an auto, .38SPL/.357Mag for a revolver. Most LEOs these days carry .40s; a "happy medium" between the 9mm's capacity and then .45ACP's frontal area and KET.
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