I have a Sig P226 in 40S&W and went out and got a 357sig barrel for it. I did that just for some ammo diversity such that I could shoot what was available (and just to try it).
Typically 357sig will cost more than 40s&w.
357sig is basically a 40s&w cartridge necked down to a 9mm bullet. So the smaller mass of the bullet propelled by the same (similar) amount of gunpowder in a 40s&w casing will make a 357sig faster than a standard 9mm load (or at least that is my understanding). The muzzle flip, recoil between the two (357,40) is mostly the same but my experience is the 357 may seem a smidgen lighter.
With that said, if you want a 9mm bullet the +P or +P+ ammo should meet/match/exceed the standard 357sig loading. 357sig was created to match the lowest powered 357magnum's performance. So 357 magnum loads can and do go much higher than 357sig. The 40s&w bullet will be larger than the smaller 357sig bullet. So you can go with a 9mm and just carry +p ammo, or go with the 40s&w and get larger holes in what you hit. In my opinion the 357sig doesn't solve any/many problems that can't be solved in other calibers. If 357sig was much cheaper (more popular) than 40s&w or 9mm then it may had made more sense. Since manufacturers produce less of it, the cartridge will always be more expensive like .380 .32acp ammo that costs as much as .45acp even thought they have a lot less lead/powder/brass.
Now some LEA use 357sig and are happy with it. So if you want to follow their lead, have at it. Any caliber 9mm or larger can be a good choice.