Thinking of buying the new S&W SD40 VE. Any thing special to look for when reloading those cases?
The round is no more of a problem than any other. Just keep your loads consistently safe. Use only loading data from known/safe sources, watch your process and components and maintain the same C.O.L.
It is a more intense loading than say the old and great .45ACP. Maybe a little less than the 9X19.
My loads are with 155 grain lead and jacketed. Both loaded to about the same velocities. I get no leading with the lead slugs and good expansion with the JHPs. My thought is that both lead and Jackets have very close to the same trajectory for me to learn. The 180 grainers push the pressure range I like with lead and the lighter 140 grain lead scoots along with no comparable jacketed slugs. They are not .45s but will do the job well enough.
I have no first hand experience with the S&W SD40 VE, so I am no help there. I have shot way too many glocks (don't like them) in .40S&W. And a couple of Tauris (didn't think I would like them but they are much better than I expected). I carry a SPFD XD SC in .40S&W, it is much better to conceal than my 1911s and larger magazine capacities to boot.
So, if you are going to work out a reasonable and safe loading and stick with it, the .40S&W is great. If you want to load hot or specialty rounds, look for something else.