Most people find that changing the barrel and mag works very well, however it is important to understand that there are other differences between .40S&W and 9mm Glocks.
Glock is absolutely fanatical about trying to keep as many parts in common across their different models. They actually try so hard that they have caused themselves trouble in the past by retrofitting changes for .40S&W and .357SIG guns to their 9mm models in the interest of improved parts commonality.
However, in spite of that drive for commonality, they still are willing to spend the time and money manufacturing, stocking and installing a number of differing parts between the .40S&W guns and the 9mm guns in the interest of insuring maximum reliability.
If you want to change a barrel and mag for use at the range, that's reasonable. However, if you want to rely on this gun for self-defense then you need to do a complete conversion of all the differing parts to insure that the gun is configured for maximum reliability.
That would include changing the following:
- An actual conversion barrel (Don't simply use a 9mm Glock factory barrel--a conversion barrel will be dimensioned differently than a stock 9mm barrel).
- Extractor
- Spring Loaded Bearing.
- Ejector
- Recoil spring assembly
- Magazines