Ammo is a topic all of its own!
I've had great luck with various 115 gr 9mm brands -- whether Russian (Tula, Wolf, Brown Bear, etc.) or US-made FMJ (American Eagle, Blazer Brass, Federal Premium) in my P250 and other Sigs. No FTF with any of it in the P250 (my SN is EAK004XXX with a date of manufacture in Aug 2009).
Lots of web debate on the steel-cased Russian ammo -- but I haven't had any problem nor have I noticed any chamber fouling. It is a little smokier and dirtier, but the price is often better.
I stay away from 9mm made for submachineguns (e.g., the Pakistani stuff now on the market).
All in all, I am not an good enough shooter with my P250 to notice any difference in accurary with the various brands.