Wal mart has a decent deal on 100 rounds of 165 grain 40 s&w. I am trying to store up a little before I purchase the SW40VE. Will this ammo cause problems with cycling? I heard from somewhere semi autos have trouble cycling the 165s, just want to double check before spending. Thanks

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Gun control means two hands

Depends on exactly which ammo it is. Some 165gr ammo is loaded to full pressure / velocity, while others are reduced loads which can, in some particular guns, cause cycling problems.

Its Winchester target white box with red and black writing.

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Gun control means two hands

SW40VEs are decidedly NOT picky about ammo and will shoot most any commercial ammo with 155gr or more, but there is another consideration.
The ones I have shot shoot to point of aim with 180gr ammo, and tend to shoot low with the lighter bullets. The sights are not adjustable, and there aren't many choices in aftermarket sights for Sigmas.

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Science plus Art

Thanks guys that really helps pretty scared to buy ammo and it not work! Did that with remington gold bullet for .22 and was so pissed when I got to the range I gave it away.

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Gun control means two hands

Winchester white box is usually a pretty safe purchase in the common pistol calibers. I don't think you will have any issues.

I've fired both the WWB 165gr., Fed. Champion 180gr. and Magtech 165gr. loads in my G-22 with perfect (no surprise) function and on target results. POI w/ 165 gr. loads at 15 yds. is not appreciably different from 180 gr. loads. The 165gr. loads are possibly a little less brisk in recoil, but it's hard to tell. Either load is easy to shoot. Point the pistol straight, pull the trigger and the bullet will go where the front sight is pointing at. Lots of fun. Cheers!

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165's are all Ive been using in my 40's and not any problems yet.

Thanks guys I bought 200 rounds of the 165 grn. and cant wait to get the gun to shoot it out of.

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Gun control means two hands

I've used them in both of my .40s without any issues. More throught the 4006 than the 4013TSW but both handle them well.

I've shot 500-600 rounds of 165 grain WWB from Wally World without issue. For target practice it is perfect since I keep all three of my S&W 40s loaded with either 165 grain or 180 grain premium JHP ammunition.