The IDEA is that the velocities gained by the .357 SIG will penetrate car doors, clothing, etc. better than other rounds. I've seen testing done by your average Joe that would suggest this is true however the FBI denounces that claim as false so. . . I have no idea what makes it advantageous.
This link might be helpful
http://intrencik.com/357sig.htm.
Evidently .357 SIG can penetrate certain barriers that other calibers have great difficulty with, but what I think the FBI and other representatives from law enforcement are saying is that its terminal performance (in gelatin) after passing through the barriers in their tests is not necessarily superior even to that of 9mm. Obviously none of their barriers, as tough as they are (especially auto windshield glass), are quite as difficult to penetrate as three .05" thick sheets of steel, otherwise they would have come to a different conclusion. So basically, what they're saying is true, too, based on all of the published ballistics test results that I've seen, which typically include a single sheet of steel rather than three.
If I recall correctly, there was a long-standing belief (true or not) that the 125gr .357 magnum JHP from a 4" barrel typical of service revolvers would defeat intermediate barriers such as auto body, windshields, etc quite effectively.
Other service calibers can, too, and apparently with approximately equal terminal effectiveness afterward--unless really heavy barriers are involved, I guess.
I honestly believe that though a .357sig will out-perform a 124gr-127gr 9mm +p/+p+ when it comes to barrier penetration, I don't believe it would be by much... not enough, IMO, to justify the lesser magazine capacity.
What I wonder is whether it is deflected about the same or less than 9mm when it encounters angled barriers such as windshields. Both .40 S&W and .45 ACP appear to significantly outperform 9mm in this regard, staying pretty much on target, and it would be reasonable to assume that this is a result of their bullets being heavier and/or larger. The question is whether additional speed has the same benefit for .357 SIG--maybe, maybe not.
1: The bottle necked round feeds more reliably than a standard round. You won't read threads about 357sig rounds jambing. This is because you are feeding a small bullet (with a larger casing) into a large chamber.
That seems to make sense, although there are plenty of dead-reliable autos in the other service calibers, too. My M&P40 hasn't ever jammed with over 2000 rounds through it, so it's not a huge concern for me. It certainly doesn't hurt, though, and may give some peace of mind to those who have had numerous jams in various pistols over the years (one reason revolvers are still popular, obviously).
So then are pistols designed to shoot the .357 round reinforced to handle the extra power?
One would expect so, and I'm sure that news would get around if there were any exceptions. Generally they're the same guns as those chambered in .40 S&W (sometimes with slightly different recoil springs), which are usually a bit heavier than their 9mm counterparts (unless the gun was first designed for .40 S&W).
And let's say I were to purchase another auto - should I opt for the .357 or .45?
I don't know, do you want superior penetration of some barriers--above even the already quite stringent standards of the FBI test protocols--or do you want to sacrifice some capacity in order to make bigger holes? .40 S&W sort of meets them halfway with regard to barrier penetration and hole size, by the way, and many pistols can shoot both .40 S&W and .357 SIG with a simple barrel change (although some may require different magazines and/or recoil springs).
Besides the reliability advantage (if you buy in to that) of a bottle neck cartridge,
Although there is a theoretical basis for this, it has yet to be proven, in my opinion.
what does a 357 Sig offer that a 125 or 135 grain 40 S&W doesn't?
I think that .357 SIG would definitely out-penetrate these .40 S&W loads in many hard types of barriers, given its smaller contact surface area. In soft, wet media such as flesh, there probably isn't as much difference, although I prefer heavyweight .40 S&W loads for deeper penetration into this type of media.