No need to ever limit yourself with one gun over another when you can have both for the price of a barrel.
I own both, generally carry the .40 because it's a Glock 27 and is smaller. I feel it would penetrate auto glass better should the need arise. I alternate HydraShoks or Corbon with ball ammo.
I keep the Sig .357 loaded and in my night stand. There is a noticeable difference in the way they shoot and recoil. The .357 has a noticeable crack indicating higher velocity and a little flip. Personally, I like the single-action second shots of the Sig better than the Glock's trigger pull for accuracy. Depending on the situation, this could be an advantage or disadvantage in a fight.
I was one of those that carried a snubbie .357 model 66 for a long time after others went to autos. That round has a lot more data backing up one-stop shots than the .40. But either is a good round.
For a chart showing how the different calibers and loads fare in actual shootings go to
http://www.handloads.com/misc/stoppingpower.asp?Caliber=0