The SD does not have the plethora of aftermarket parts that the M&Ps do, and some of the SD parts are "factory installed only" which includes little parts like small springs which you can't buy anywhere.
If you want to play mix 'n match, I'd start with an M&P.
If you try to do a dual caliber setup with an SD, for example, the first thing you will find is that the magazines are different widths and do not interchange between calibers.
SD9VE - Slide Stop Upgrade Problem