Where can I got one for that price?
I purchased my Sig 250 from Gander Mountain in February for $649.99.
I did a quick online search and came up with these, you would just have to find a local FFL to have the gun shipped to (in my experience you can usually find one to process the transfer for around $20 or so)
Sig+P250+Compact+9mm+With+NIght+Sights $599.95
sig-sauer_p250-compact-9mm-t-tone-siglite-night-sights $620.95
As for the Pre-Owned guns, you just have to keep looking, here is one I found:
pre-owned Sig_Sauer_P250_Compact $490.00
My other carry gun is the Sig P2022 (9mm) which is a full frame pistol but I have never had any problems concealing inside the waist band. You should be able to find one at any sporting goods shop for $500 or under.
Hope this helps