I had a Glock 31, as well as a couple of P226's and P229's in 357SIG. The SIG's are "softer" shooters than the Glocks, probably more due to weight than anything else.
I had .40 barrels for my SIG's too, and for me it was just a waste. Used them once to confirm they work (they did), and then the just sat on the couple of cases of .40 I bought to go with them. Personally, I wouldnt waste the money.
I also had a Lone Wolf 40-9 9mm conversion barrel for my 31. It actually got used more than the factory barrel. Main reason being, by then, I figured out 9mm was the better choice, and right before I sold the 31, I had a bunch of Glocks in 9mm. 357SIG and 9mm +P+ are basically the same thing, so I went with the cheaper round.
One thing with the Glocks you may want to look into, and I dont know how much of an issue it is, if it is at all, but the underside of my slide was getting pretty beat up (peening to be exact) from impacting the locking block. I was told its common with the .40's, but the few .40's I looked at, didnt seem to have it, and my 9's that had a bunch of +P+ through them didnt show any signs of it either. Dont know if it was just my gun or what.
357SIG used to be the same price as .40 back before the "shortage". The last couple of case of each I bought were the exact same price. Thats changed now. At the time, I didnt even bother to reload 357SIG, as I was only saving about $1 a box between the reloads and factory (case prices). Once the prices went up, the gap opened up, and it became more equitable to reload.
Reloading the round isnt near as bad as youre likely to hear. With a .40 sizer die, its one extra step and no lube. I loaded the same lot of brass quite a few times (better than 10), and never had any issues. The cases never seemed to "grow", like most bottleneck rounds tend to do, and the necks were fine as far as tension goes. If you use a powder like AA #9, theres no chance of "setback". Price for components went up pretty good when the ammo started going up. They do use a "round specific" bullet, and they do cost a bit more than standard 9mm bullets.