I searched for this but couldn't find anything. Approximately how many SnG do you need to play until you can glimpse your true ROI / Win Rate?

If you haven't played at least 500 SNG's then you don't know where you sit. Even that is a low number where a winning player could be between break even and winning a fair bit. Here is a link to some spreadsheets to calculate the confidence intervals of your stats. http://www.aleomagus.freeservers.com/Spreadsheet/

Great stuff Acid. Thanks for the link.