This is generally what you will read, but that hasn't been the experience of most folks loading for the Sig. I load for 3 different Sigs and there is way too much variation in the throat length for it to headspace off the case mouth. So I set it up to headspace off the shoulder like any other bottleneck cartridge.
As others have mentioned, make sure you get the correct bullets. I buy mine from Montana Gold. They make a special bullet for the Sig.
I size first in a carbide .40 S&W sizing die then run them through a steel 357 Sig die. This way I don't have to use case lube. I reduced the expander diameter so I am really not expanding at all. Just a light chamfer on the inside of the case necks and I don't have any trouble seating. The case neck is so short that you are asking for problems if you expand much. You just lose too much neck tension that you cannot recover with crimping. Setback needs to be checked and controlled. Some folks set the shoulder back more just to give more neck to grip the bullet.
Some good articles:
Real Guns article 1
Real Guns article 2
You can now buy a Wilson cartridge gauge from Dillon and that is a real help.
Pick the right powder. Most use AA #9 and that is what I use. Not a problem to load for, just some things you don't encounter with other cartridges.