Joey,
Your gun is of the SIG family line, granting unto it a fine tradition. It'll serve you well.
Ammo is not a big deal unless you are competing. Otherwise, any jacketed bullet is fine. You can afford to buy "premium" ammo and still get it cheaply. I'd but whatever is in the middle price range. All it really means is that the gun will end up a little less dirty. High end .22 ammo is available, but it's not needed for your own uses for enjoyment purposes. You should have no trouble with high velocity rounds, though, again, you don't need them. The .22 is an underrated round.
Most dealers who don't know about that handgun can blame it on a lack of experience with them. They are not widely sought after because they are not very well advertised in the States. I've never seen one in a gun store here that I can recall, in fact. They are great handguns, though.
For grips, that's probably going to be tough. That is a fairly unique gun and grips and holsters tend to be mass produced for popular guns. Try Nill grips first. They are pricey but they are the finest wood grips you can buy, and they do custom work if needed. Just do a search on "Nill wood grips" online. Ajaz is another options, but that handgun may not yet be "big" enough for them.
For mags, always keep an eye on CDNN Investments. They commonly have large quantities of SIG mags available, and their pricing is generally very good.
Good luck,
-Kyle