Waldog, .40 s&w and 10mm use the same dies. yes you are right that 10mm is longer, but you still use the same die set. just adjust the height accordingly. this is the same when reloading .38 special and .357 mag.
To Tachunter, 41 Mag dies will not work. only the specific caliber die will work correctly (that gets more specific with necked and rifle rounds, but were talkin about straight walled pistol here anyways). As Tuttle stated, any weight bullet will work, but be sure you can find some load data on whatever weight you decide on. I am partial to 165 gr, but you may find 155 or 180s to be more of your liking. play around with bullet weight and powder (always from the min charge and work up) until you find "your secret recipe".
Personally, I do not use reloads for my SD ammo, but that is own personal opinion. I only use Factory loads for SD.
Powder, I have been using Accurate No.7 lately and have been pleased. .40 s&w tends to prefer a medium burn powder, so I have avoided any of the really fast stuff, and have not really tried many other powders yet. again, try a few different powders and find your favorite
Cheers and best of luck.
--QC Punk
P.S, Tuttle, what do you think of HS6 and Win231? Do you use 231 in any other calibers?