I use the dies that come with a SDB to load my 40S&W at present. I have used, and liked, the Lee dies too. As been said above, cheaper, readily available and they work. Powder through die is the greatest for turret press loading or even single stage for that matter.
My load uses my favorite powder for above average for caliber loads. Not +P necessarily, but more than average. It is the top listing for a 180gr JHP in 40S&W with SR4756. I get better velocity with less pressure and I have 4lbs of it!
Most of my 40 caliber loads are run through a Glock. With the notorious unsupported chamber, I load for a win/win. Low pressure, high pressure being the culprit for most KBs, and higher velocity. 180gr bullets going 1000fps. Works for me.