The biggest difference between the two is that the majority of guns made for 9mm are not made for a steady diet of the hotter +P, +P+ ammo. The guns built to shoot 357SIG were designed to handle the pressures.
I've personally tore up a M11/9mm top half shooting hot 9mm out of it. It only took about 2000 rounds to cause the tube to crack and fail in a number of places. Its replacement has been trouble free with standard and NATO level 9mm since, which has been better than 20000+ rounds and 20+ years of shooting. Wear is a real issue with the 9mm's if you shoot a steady diet of the hotter ammo.
Another difference is, the 9mm is maxed out at the +P+ level, which is usually still below the starting velocities of the 357SIG. The standard velocity 357SIG is 1350 fps with a 125 grain bullet. The Double Taps in my guns run 1450-1500+, depending on barrel length, which puts them in the equivalent range of 125 grain, 357MAG power levels out of a 4" barreled revolver.
I shoot all three, although I dont usually shoot a whole lot of the +P, +P+ stuff out of my 9mm's anymore due to wear. Theres no need, since I shoot the hotter 357SIG on a regular basis. On the odd chance I do use one, I do carry +P+ Hydra Shoks in my 9mm guns though. I normally carry 357SIG's.
The 357SIG is not much different to shoot than the 9mm, and is easily handled. It is a little louder, (mostly noticeable indoors) but flash and recoil are a non issue. I dont remember ever seeing any flash, indoors or out, using factory or reloads. On the odd chance you did get some flash, neither it, or +P+ 9mm are anything close to a 125 grain 357Mag out of a 4" revolver, let alone a 2" gun. I do notice my 357SIG groups are tighter at longer ranges than my 9mm's from similar guns, but its really not enough to really matter, unless its for a score.
I know a lot of people complain or insist that the cost of 357SIG ammo is prohibitive, but I havent found that to be the case. Its the same price as .40 S&W for the most part, and only a couple of bucks more a box than 9mm if you buy both in bulk. All three are cheaper than .45acp.
357SIG is also easily reloaded without issue, although I havent really found it to be any cheaper to do so, as bullet selection is limited for it. While they are both 9mm, the 357SIG uses a bullet with a different profile than standard 9mm.
If you havent had the opportunity to shoot it, I'd give it a try. I think you'll be pleasantly surprised. Dont be surprised if you buy one, that they start to multiply.
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