I own and shoot pistols in 9mm, 357SIG, .40 and .45acp, and personally, I really see no real difference in shooting any of them. Perhaps if all you shoot is standard 9mm, it may seem to be hotter, but in reality, using bullets of the same weight, 357SIG in its standard commercial loadings is equivalent to 9mm +P+ (the difference is in what the guns can handle) I really doubt anyone who carrys +P or +P+ in their 9mm's, would notice any difference between them and the 357SIG in comparable guns.
Of the four of them, the 357SIG has become my favorite, or at least until I find something better. I carried a .45ACP for most of my adult life, and was a die hard fan, up until I got my first 357SIG.
As far as the muzzle blast and flash comments, I havent seen anything dramatically different. Your choice in ammo may be the difference. I mostly use Speer, Federal, and my reloads, using AA#9, and have seen little to no flash, including shooing indoors. The 357SIG does have a slightly louder bark to it, which is more noticeable indoors.
The other usual complaint that comes up, is cost of ammo. I suppose that will depend on how and where you buy your ammo. I buy mine online, in bulk. 9mm is the cheapest, .45acp the most expensive, and 357SIG and .40 are the same. The difference in price up or down between the cheapest and most expensive, is usually not more than a couple of bucks a box either way.