I bought a Sig P238 HD about six weeks (Pistol was made in Feb 2011) ago for my wife. While checking it out - I decided that she would have to get her own. I have had no issues with my Sig when I use the type 3 mags. I've found the Sig shoots very softly and accurately. I carry Wilson Combat ammo in my pistol. I didn't think that I would like a pistol this size but after I started shooting it, I found out I was mistaken.
Pistols and Parts LLC sells Sig Type 3 mags for the P238 for $31.95 - cheaper than Sig sells them.
Great little pistol! http://i1126.photobucket.com/albums/...8/DSC_9934.jpg