Powder: 357 SIG seems to work best with medium-slow or slow powders. I like AA#9. It will fill or nearly fill the case, thus helping to protect against setback.
Crimp depends on bullet type. If plated, crimp lightly. If jacketed, crimp firm. Either way, I crimp just enough to withstand the "thumb pressure setback test."
Be careful not to over-bell. Just a kiss of belling enough to let the bullet in to the case mouth.
Not all 9mm bullets will work for 357 SIG. The typical 9mm FMJ with a long tapered ogive will not seat properly. Most 9mm JHP's will work. What you need is a bullet with most of its mass in the area that is full bore diameter, and a shorter/sharper ogive. To be safe, you can get bullets specifically made for 357 SIG. Ranier and Speer both do. Personally, I like the inexpensive bulk 9mm 147 grain JHP's from Remington you can get from Midway.