Mags are pricey but extremely well made. My four have collectively run 3,000+ rounds and they are 100% perfect.

Holsters certainly are available, my choice is Zlogonje, and I would recommend them for ANY handgun you own, but definitely for a Coonan.
http://www.zlogonje.com

There are also grip options -- Coonan offers three styles, one wood and two aluminum. Sarge also offers some very cool different grip options for the Coonan.

In my experience, the Coonan will malfunction if it doesn't like the way some people hold it. Me... I never (ever) have feed, extract or eject failures of any manner. But I know of at least a couple different folks who will experience issues. It demands a firm hold.

I run mine a LOT with the included, accessory 10-lb spring and hot .38 Special loads. I have to simply due to the rules for the steel plates at my club. But in other places, I run it with the full-bore .357 loads (typically a 158gr JSP over a charge of 2400) and too much is never enough, it's easily one of the most fun guns that I own.