I reload .40 and enjoy the heck out of it and save some money.
Factory 9mm costs a lot less than .40 (roughly half to two thirds) so reloading them does not entail as much savings. And I have a fairly large stock of 9mm I bought during the Great Ammo Shortage, which I am shooting gradually.
But I am saving all of the 9mm brass, and when I get to the end of the run, I will probably start reloading 9mm, too.
The other benefit (both 9mm in the future and .40 S&W now) is the ability to put together a load that is powerful enough to cycle the gun flawlessly, is accurate, but has milder recoil. In this, too, reloading favors the .40, since the 9mm has less recoil. But still, I will be able to work out some nice 9mm loads and probably save around (I'm just guessing) five cents a round -- about 20% -- over factory.
Enjoy! Reloading is fun anyway.