"A couple more questions. What's the difference between the 4003 and the 4006?"
The 4006 has a slide, barrel, frame and most other parts made from stainless steel. It weighs 39 ounces.
The 4003 has a stainless steel slide, barrel and most other parts but the frame is made from a lighter aluminum alloy that is anodized silver color to match the upper, almost. It weighs 28 ounces.
There was also a 4004 which had a blued carbon slide on a black, anodized aluminum alloy frame.
"Do all the TSW models have the tactical/light rail? At least that's what I think I see in all the photos."
While most of the TSW models had a rail on the dust cover, some didn't. I have a 4013TSW I bought new in May, 1999 that has no rail. It would depend on who was ordering them.
I bought the first Model 4006 to hit Salt Lake City in August, 1990. It is the adjustable sight version. If you shoot them much, your eyes get quite used to the wings and help line up the sights.
My department, the Salt Lake County (UT) Sheriffs Office, bought a batch of fixed sight 4006's for their first issue semiauto handgun in 1991. I loaned mine to two deuties who had ordered guns but hadn't gotten them yet when their transition classes were taught. They each put 500-750 rounds through it. I had shot it about 500 rounds before that. I let quite a few other deputies try it out at "show and tells" where I would pack up a case of S&W, Beretta, Sig, Glock and Colt pistols, meet other deputies at the range, check out each others' guns and shoot the dickens out of them. Many deputies bought them before the Office did. They trusted the S&W brand name (we had been carrying S&W M-15's and pre-15's since the early 1950's), liked the stainless steel construction, liked that the gun's full load was twice as many cartridges as their sixguns could carry. Most bought them with tritium night sights and some shot their first perfect scores in the dark because they used the sights for each shot, something the darkness really encouraged.
We had good service from these guns. They were rugged and rarely broke anything. The next batch of pistols the department bought were .40 Beretta Model 96 d.a.o.'s, as a result of a"funny little deal" where Beretta itself sold the guns to us rather than having local distributors bid and Beretta sell the distributors the guns. It really pissed off the sellers that carried Berettas- how can they underbid the company that makes them?
Good solid duty or belt guns but, when loaded, are pretty heavy for a CCW gun.