Well mrmiskin, I don't want you to think anybody is ignoring ya, and I know we have some 40 S&W shooters on here, but nobody has jumped on the thread yet so I wanted to respond to you. I don't shoot 40 S&W myself, but here's a few things I can "universally" recommend with auto-pistol reloading.
#1 Laser-Cast bullets. Very hard cast lead, won't lead your barrel, and will run you less than jacketed bullets for backyard exercises. On the plus side I have always had good accuracy with laser-cast bullets as well.
http://www.laser-cast.com/4010mm.html (went ahead and pointed you to the 40 section) just remember to keep in whatever grain weight range loads via your feed ramp without a problem and you should be fine. IE if a XYZ grain won't load in a jacketed bullet, it probably won't load as a laser-cast either.
#2 Unique powder from Alliant powders. Now I am normally a hodgdon fan of powders, but for auto-pistols I have always loved the performance of unique. Follow load guidelines as listed by Alliant, and as always what works in my guns may not work in yours I assume no liability for anything you do.
#3 starline brass (assuming you don't have brass already) can't beat it IMHO for good multi-reloadable brass, and it often costs less then lesser quality brass does. If you already have brass, use what you got. I have mixed headstamp brass I reload for some of my lead launchers, and it works until it splits then it goes in the recycle bin.
Anyway hope that gives you a weee bit of a jumping off point. i won't point you at primers as well..... people get fierce about their primer loyalties.

I have used just about every brand and I can honestly say once I have tailored a load to a primer brand/size it performs for me, and I don't worry about anything else. If I change brands I rework the load just to be on the safe and accurate side.
Good shootin' and God Bless
Richard
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