I have the SIg which cost more of course than the GSG. The GSG mags do fit and look identical to the SIG mags, however the GSG mags do not drop freely like the sig mags do when pushing the mag release. I guess I could sand them down a bit but have not bothered. The GSGs will drop if they have a coupole rounds in them so it's pretty close.
I like mine, but I did take out the mag disconect, and I took a dremel to the thumb safety. It was so square it bugged me. I also lightened the grip safety spring. It was so strong some people couldn't grip tight enough to make it function. I use this pistol for newbies so I didn't want he hassles.
As far as the "heft" the Colt model feels heavier but has a FAR MUCH WORSE trigger.
Go ahead right now and call sig to send you a replacement guide rod and spring. It will be free, and you might need it...just saying.
Other than that it's an awesome little .22. Big benefit is it is the only one that will lock open on empty.

Carry safe and carry when and where you can. I'm just sayin'.