I'm also a fan of the Sig P238, but reliability with them seem to be hit or miss. Mine occasionally (like once every couple hundred rounds) fails to eject, but I should receive the 3rd generation extended magazines with room for my pinky on Monday or Tuesday.
I developed a handload for it with Hornady's 90 grain XTP that I think chrono'd at a little over 1125 fps. For factory self defense ammo, I use Cor Bon's 90 grain JHP, and they clocked at a hair under 1050 fps.
The best part about the P238 is that it's really easy to shoot well (not I hit the target well, but easy 2" group at 10 yards well) and recoil is very mild.