jrae:
Welcome to the Forum, and congratulations on having selected what I consider to be the finest pocket pistol yet designed.
As for the matter of occasional slide sticking, my first thought would be that it may have been a bit dry (needing lubrication) and/or overheated from too many rounds fired in close succession. Being the smallest and lightest pistol ever designed for the 9mm Parabellum cartridge, the R9's tolerances are minimal. It doesn't like to be run "dry," and it doesn't like to be run "hot."
Regarding the grouping matter, I have found this target to be a useful tool in diagnosing point-of-aim/point-of-impact discrepancies:
Good luck, and welcome again to the Forum. I think you will find it to be a civil and collegial group around here.
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I almost forgot the ammunition question. Your Speer Gold Dot 115-grain ammunition is preferred by many R9 owners and should serve you well. As for practice ammo, I use Winchester "White Box" FMJ -- even though it is what I call a "dirty" round, requiring a thorough cleaning of the pistol after use.