Nobody has mentioned the decock lever. This, too, is easily manipulated with the trigger finger for a southpaw.
The magazine catch is indeed reversible.
Using the overhand grasp technique on the slide works the best; just grab, retract fully, and release to chamber a fresh round from slide lock. To lock the slide back, use the same overhand grasp, retract fully, then use the middle finger to pull up on the slide stop lever.
Be VERY aware that reversing the magazine catch must be done with extreme attention to detail. The little nub on the retaining detent plunger only goes in one way, yet its possible to turn it one hundred eighty degrees during re-installation. Do that, and your mag catch is hors de combat. I'm told that Sig has developed a way to remove that without ruining the frame, but you'll have to send it back to them. They (Sig) told us, in 1989, that if you did that might as well write off the frame, because the only way to un-screw it was to punch out the catch; and that nub would take a piece of the frame with it.
All that said... it isn't a terrible deal to do; quite easy, in fact. Just be DAMN sure that the detent plunger is oriented the right way.
Anyway... the P-series DA/SA pistols are very easy for a southpaw to "run". IMO, far too much attention is placed on ambidextrous controls on a handgun; just below "second strike capability" and the dreaded high bore axis...
.