Neither is a great cartridge.
First the 40 S&W. Powerful round, but a structurally weak case. There are portions of the case that are much weaker than most other handgun cartridge cases out there (i.e. less brass in key areas). Combine that with some semi-automatic firearms which don't have a lot of case support where the magazine feeds the barrel and you have brass cases that fire-form and expand a lot. A hot round or a case that has been reloaded a lot (cold working of the thinned case metal) is a disaster waiting to happen. If all you shoot is factory loaded ammo, probably not bad (depending on the firearm's design), just expensive.
Second the Sig 357. OK, so what is to love about a bottle nosed hot 9mm round designed to be short and thick? If I want a really hot 9mm in semi-automatic, then the .38Super has been around for decades and is (in my opinion) so much better.
You said you were a .45 ACP fan. If so, get the .38 Super. You or whoever ultimately ownes it and reloads for it will be much happier.
There is a lot of merit to concept of an early 70 Series Colt 1911 shooting some of the newer hot 38 Super rounds. .