yep
Around here they are about $3 more a box for range ammo and ~$5 for carry ammo depending on exactly what you are looking at.
Aim Surplus also has a Sig P250 that looks interesting but I really don't want to buy over the web.
$3 is pretty cheap for .40 over 9mm if those are the two you are comparing...9mm usually goes on sale at times and .40 not so.
Also 9mm is only about $5 more than .22 as well.
it comes down to a dime more a shot. If you are living paycheck to paycheck, and putting 100 rounds or so through a gun each time...that's $10/trip.
If you have disposable income then it really doesn't matter, but at that point I'd be shopping for better guns.
Sig P229 (you can get a .357sig barrell), HK P2000, or a Para Ordinance. Gun selection really comes down to how it feels in your hand. Personally Glocks don't grip well to me, I just don't like the feel.
The S&W 4006TSW is popular in the .40 crowd.
Thing with .40 is it's harder on the gun...I didn't believe it made that big a difference but there is a lot on failures in non-steel pistols esp aluminum ones. There was a FBI writeup somewhere where all aluminum .40's failed around 5000 shots. It was ALL of them.
The more I have shot .40 the more I am likely to go with a 1911 now.
If you already have a 9mm, that may be a better move.