Congrats on your new purchase, I love mine and I am sure that you will enjoy yours as well.
1. As far as the play between the upper and lower, this is normal for a combat style weapon. If you wish to tighten up the play there are a few options. first you can use an Accuwedge just like you would use in an AR style rifle. You will need to trim some of the rubber to allow it to fit but it is possible and I have seen this done with success on the 556. Second option would be a 3/4" rubber o-ring around the rear lug. The o-ring will sit between the beginning of the lug and the hole for the rear pin. This is what I have used and it is a very easy solution to wanting a bit tighter fit.
2. As far as the bolt issue, it sounds like it may be weak mag springs. Other than that you may want to contact Sig over this issue, they will take care of it and probably will send some new mags.
3. When I clean and lube my 556 I put a coating of oil or TW25 white lubricant on the rails that the bolt travels in and the rails that the carrier travels in. I also put a light coating on the bolt lugs and any are where there is metal to metal contact. You do not want to oil the gas piston system. Especially around the gas control valve. It will make for a crusty mess after you put a few rounds done the tube.
4. You can find the classic handguards on Gunbroker or Top Gun Supply as well as Colorado Gun Sales. They will run around $85 to $95. The Swiss style handguards will fit a little loose on the 556 due to the slightly different dimensions between the Sig 550/551 and the Sig 556 but they will work. Sig Exeter is now offering on there website new "Swiss style" handguards for $86 and are the same ones that are in the picture I posted in your thread regarding the Aimpoint ML2. They are drilled to accept rail segments witch is cool if you want to mount a flash light but do not need all the real estate and weight that the quad rails offer. Just understand that the picture on Sigs site is not representative of what the actual handguards look. Here is a link to them;
Handguards
5. Any Acog that is designed to work with the 5.56/.223 should work well.