We've never done SIG either, but there was a thread about it a few years back here:
http://giftedissues.davidsongifted.org/BB/ubbthreads.php/topics/70563/1.html Really, I think that only one person whose kid had been posted, but it was something. She seemed to agree that the math courses weren't as academically challenging as would be desirable.
I found a few other reviews online as well:
http://www.campratingz.com/ratings/1284/Summer+Camp+Summer+Institute+for+the+Gifted+(SIG).html
http://talk.collegeconfidential.com...g-summer-institute-gifted-princeton.html