No, you don't need springs to swap to 9mm, but the wolf springs are pretty awesome, I have them in my 228.
Your .40mags will work for 9mm, but picking up extra mags is always a good idea. Mex Gar makes the factory mags and are usually about $5-10 cheaper, but I've found you need to look around to see who has the best deals and when. If you have a source for used Beretta 92 mags, they can be modified to work.
The factory Sig night sights are really bright, but you will most likely need a set of taller suppressor sights, if so, look at the numbers on your factory sights (after making sure it shoots where you want with your 9mm barrel) and order the tall sights using those numbers.
Sig sights are numbered so you can tune the height of the front and rear to match your preferred target picture.