I started reloading .40 S&W ammo 6 or 7 years ago, and I read the stuff about bulged cases. I've loaded thousands of rounds since then, and no troubles. I make the following observations, both from my own reading and from experience.
1. The majority of my cases are purchased once-fired or range pickups. Yes, .40 S&W brass can feel very different case to case going through the size die.* I use a Lee die set; the Lee size die has a sharper shoulder on the size die, whereas others taper and do not size the case as far down. The "dreaded bulge," when it occurs, is pretty far down on the case. I recommend the Lee size die, or a size die that sizes down as far as possible on the case.
2. I don't aim for maximum loads in .40 S&W, nor do I use heavy bullets. The "standard" factory bullet for .40 S&W is 180 gr. In my view, this is a heavy bullet, let alone the 200 gr. bullets some shoot. From my reading, I believe this is a result of the .40 S&W being the "little brother" of the 10mm, a significantly more powerful cartridge. The 180 gr .bullet was just brought over from the 10mm to the .40 S&W without much thought, while in my view a 155-165 gr. bullet is a better choice.
This being said,I by no means use blooper loads- my favorite load is 5.9 gr. of Hodgdon Universal with a 165 gr Rainier plated bullet, WSP primer. This load will generate around 1100 fps out of the 6" barrel on my G24. This load is warm, but produces NO expansion of the case head out of a Glock.
The secret is to use common sense in working up loads, as with any other caliber. There is an inherent engineering problem in attempting to support the case head in an automatic pistol that must also have a feed ramp to get ammo into the chamber. This is where the bulge occurs. More contemporary cases that have stronger case heads (like the .40) are actually better in this regard. Try to work up hot loads in an older semi-auto case like the .38 Super, one that's not going to have great support no matter how you design the feed ramp, and you're in for some excitement, sooner or later, when you start blowing out case heads. Ask me how I know.
*NB: In all the cases I've loaded, I have never seen one bulged so badly as to produce the "smiley face" seen in some pictures on the forums. If I did, I'd discard it.