I believe you need to use a stock adapter, something like this: http://www.shop.doublediamondsupply.com/SIG-Stock-Adapter-for-SIG-Rifles-DDSGADTM401.htm I haven't used one myself, but it may be worth looking into.
Mine didn't come with sights, so I've never seen the factory sights. If you're talking about the front gas block, one of the holes contains a set screw to lock the fake gas block onto the barrel.
Looks nice! How do you like the factory sights? I've got a combo version (both barrels) and currently have an inexpensive scope mounted. The scope's not really easy to use for shorter range, quick-acquisition type stuff though.
I've got a Mueller APV mounted on mine, and I used Burris "Xtreme Tactical" high rings (part 420182). It didn't look like anything shorter would provide enough clearance.
Before people get too hot under the collar, it should be noted that Sig sells the 522 in several different configurations (and prices). The version that comes with the heavy barrel should have the following part number on the case: R522BBLCOMBO This configuration typically costs a bit more than the single barrel version, from what I've seen.
Black Dog Machine has both a crank type as well as a thumb loader listed on their website. I don't have any experience with either on the 522, although I've used something similar to the thumb loader on Glock magazines with good results. http://blackdogmachinellc.net/sig-522-lr.aspx