I shot my new SD40 today for the first time... along with my M&P40. Both are great, and the M&P has the Apex universal striker block to make it a little smoother, but the SD40 shot very well. Now that I've gotten used to the SD (I also have a SD9) I am able to achieve better results (although I still push it a little to the left, which I guess is pretty common).
FWIW, I shot a number of different handloads in both guns. I am working towards developing a milder load for the .40 that lessens recoil, getting it down into the 9mm (perceived) range, while still cycling the gun reliably. In this case, I shot 165gr and 180 gr Ranier copper plated lead bullets with various loads ranging from 5.8 to 6.5 grains of AA#5. All were accurate and fed well, but the 165gr Ranier bullet over 6.3 grains of AA#5 seemed ideal (1.120 OAL, mild taper crimp).
Enjoy your SD!