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Thomas, yes, this ammo will work fine in your sig p226 mk25. Any ammo marked 9mm, 9mm NATO, 9×19, or 9mm parabellum will work, it's all the same round just a different name
As for ammo shipping to your house, yes it will ship directly to you unless you live in a strict gun law state like California. When you go to checkout if it only asks for your address it'll ship directly to you. If it asks for a FFL dealer then unfortunately you live in one of the few states that require ammo to ship to a FFL dealer. Hope this helps and congrats on your first purchase. Sig saurs are fantastic pistols.

Thomas, this is fine ammo for target/range shooting. It will ship directly to your house unless you are in CA or certain areas of NY. When you check out, if it doesn't ask for FFL, it will ship to your house. Have a great day!

Thomas, this is very good Target ammo Sir. You should also add some Self Defense ammunition in 115gr to ensure it shoots to the same point of aim as your Target ammunition. budsgunshop.com/product_info.php/products_id/55839/fiocchi+9mm+115+grain+jacketed+hollow+point+50rd+box -------- Cheers and stay safe!

The other deffense ammo I mentioned speer gold dot in stock here
budsgunshop.com/product_info.php/products_id/108157/speer+ammo+23617gd+gold+dot+personal+protection+9mm+p+124+gr+hollow+point+20+bx+10+cs

Yes it should ship directly to your home unless in CA or parts of New York, if you require an ffl for ammo shipping it'll prompt you to select one during checkout.
This ammo will work great out of your MK25 for the range. Id still highly recommend getting some good hollow point self defense ammo, incase you ever need to use this firearm in deffense of your life, or your family. Hollow points will expand dumping more energy into your attacker, which results in a quicker "Stop" against the threat, that energy dump also greatly reduces the chance for overpenatration. You don't want the rounds going through your attacker and into someone you didn't intend to shoot. So use Federal AE at the range but at home have a mag or 2 loaded with hollow points, id recommend Speer golddot or Federal HST, there are others that are good both those two are pretty much the gold standard.
HST (My current carry/deffense ammo) in stock here.
budsgunshop.com/product_info.php/products_id/32110/federal+premium+hst+p9hst2s+9mm+147gr+jhp+20rd+box