It absolutely makes sense to reload 9mm (and I would assume .40 and all other calibres as well). I've loaded either just over, or just under, 1000 rounds of 9mm so far in my Lee 4-Hole Classic Turret Press and I do have to say, there is something very satisfying about not only firing your handloads, but reclaiming the brass and doing the whole thing over again. It's awesome to see the finished product.
If you have the chance to get in to reloading, I'd say do it. If you like working with your hands and like shooting, then you should get a kick out of reloading. I use it as "me" time and to save money, which I do indeed do. Every $6-8 I save on a box of ammo is another 2 gallons of gas in the car, or another 3 slips of primers, or goes directly back to breaking even on my equipment costs.
Currently in California (I'd think in most other parts of the country as well) ammo prices are going up, and up, and up, just like they did before the last election. 9mm ammo here is about $14-18+ for a box of 50, usually CCI, Blazer or Fiocchi. All three good ammo. You can sometimes find sales for $12-13 per 50. Sales of 250 and 350 counts for $60-80 are also not uncommon, but I've also seen "sales" of 350 count for $120 before. As recently as this past weekend, in fact.
In contrast, I currently reload 50 9mm rounds at a good, strong load (Ramshot Zip load of 4.2gr, which is at or near the max load depending on your bullet and load data, but still comfortably below safe limits), using a 115gr X-Treme PRN bullet into reclaimed brass for about $6 per 50. If I were to use JRN or JHP, it'd bump the cost to about $8/50, but the X-Treme bullets are plated so thickly that you can treat them like JRN (except for the crimp... just a light one).
Even once-fired brass is cheap at $35/1000, already cleaned, deprimed and graded.
Your biggest costs are initial entry, powder and primers. Bullets and brass are cheap.
If you have money falling out of your rear that you just don't know what to do with, you can invest in a Dillion or something like that where it's assembly-line style production which goes very quickly but you have to deal with progressive turret quirks, focus all of your attention on the machine to make sure primers seat correctly (right side up and not sideways), make sure bullets seat straight, that none of the multitude of arms, levers, chains, cables, gears, etc... become fouled or damaged and you're performing 2 operations at the same time (loading an empty case and placing a bullet) unless you spend a bunch more money to upgrade and make it more complex than it needs to be, or... if you want to enter it inexpensively, get a Lee 4-Hole Classic Turret which is great to learn on. They're simple, reliable, robust, and being that you're loading 1 case at a time you can more easily spot mistakes before they become serious (such as an upside-down primer; a common problem on the more "progressive" and complex presses).
And because someone will invariably say it, the time spent reloading is not wasted and while most reloaders won't factor it in to their costs, reloading time is fairly minimal anyways. I can comfortably load shy of 250 or so rounds per hour with my turret without rushing, without tripping over my own feet (so to speak), without needing to adjust any of the dies.
Good luck!