9mm doublestacks tend to run better than .40 and .45. That one should largely be ready to go. I've never needed to tune a stock STI magazine. Where that usually applies if you're using an aftermarket follower and basepad to squeeze the maximum amount of rounds into the tube.
I have had a fair amount of trouble with STI's slide stops not locking back consistently when the gun is new. I attribute this to an overly long slide stop which exerts more tension on the plunger than an aftermarket slide stop would. So if you run into this, a Wilson slide stop should fix you up.
For duty use, I would yank off the magwell and go with 126mm length mags which will fit flush with the plastic grip. You get 17+1 in 9mm with the 126mm mags. I wouldn't want that huge magwell banging into doors and walls all day long.
I believe that one also comes with a Recoilmaster, which is STI's proprietary sort-of-captured recoil spring guide. Lots of folks yank them out and replace with standard 1911 guiderods, plugs and springs. I wouldn't bother unless it causes demonstrable problems.
The front sight uses the STI/Heinie cut, .300"x.060"x60º. The rear is basically a Novak Lo-mount cut. I doubt you can get Trijicon HD sights in such a format. However, a decent smith could recut the HD Novak front (.330"x.075x65º) to fit the STI dovetail.