That's a good price for the 4006.
And since the 4006 & 5906 are built on the same platform, there is no real advantage of one of the other in design features... it really comes down to a difference (if any) of the "creature comforts" present on the two... fixed versus adjustable sights, bobbed versus spur hammer, curved versus straight grips (just to name a few of the variations) and price difference.
With a spur hammer the 4006 will operate identically to the 5906, which is cock the hammer for SA, and pull the trigger with the hammer down for DA.
I have 2 4006's and a 2nd Gen 559 (9mm)... the 40's have a bit of a snappier recoil, but it's tempered by the weight of the pistol.
One of my 4006's came with a bobbed hammer, it was easy for me to swap it out with a spur hammer. You can find relatively inexpensive "parts kits", of just a hammer assembly, on GunBroker to find a spur hammer with the main spring strut attached...then it's a "plug & play" kind of swap if you've done any work in these pistols before.
9mm ammo is slightly cheaper, and you have the advantage of milsurp being available, where .40 S&W is limited to commercial (no milsurp).
I'm chicken... I didn't want to have to make a decision, so I got pistols in both calibers
