Remington ammo is generally considered the most under-powered ammo on the market. For target ammunition, its fine, but doesn't have enough "oomph" to cycle a lot of semi-autos reliably. The LC9 (and most other short-barreled pistols) require a pretty stout shove to cycle reliably (notice the trend?). The Sigmas have much softer springs in them, and the lock-up geometry is very different, so they can get away with softer-shooting ammo. If nothing else, a personal defense pistol needs to go bang every time you pull the trigger.
I use Hornaday Critical Defense or Gold Dot in my LC9 & have never had a misfire or even a malfunction with either brand in hundreds of rounds. I use them in all my defense pistols...they just work. For practice ammo I just use Winchester White box - good ammo that feeds/cycles reliably for target shooting/plinking in just about all 9mm pistols (or my Uzi). I also buy cases of Sellier & Belloit ammo when I can get it - also good stuff - well made, reasonably priced (especially in bulk), and surprisingly accurate.
BTW...if you really want to make your LC9 shine, put a Galloway trigger in it. Best modification I've ever made. Gets rid of the Loooong crappy trigger pull & gives it a nice crisp trigger that releases in about half the distance as the stock trigger - best $40 I've spent.... I highly recommend them.
LC9 Performance Parts | Galloway Precision