I load for the .40 S&W, as well as 30 other rifle and pistol calibers. I find it no more difficult than any other handgun round to load.
There are a couple of things that will keep you out of trouble, though. One is that R-P brass is slightly thinner in this caliber, and unless you have a sizing die that reduces the diameter enough, combined with an expander that doesn't expand it too much, there "may be" setback issues when using .400" diameter bullets. I confine R-P brass to cast bullets that I've sized .401" diameter. That solves that problem for me.
Another issue, which you've already mentioned, is "Glocked" brass. Just recycle it if you run across it. There's a plethora of .40 S&W brass, and there's no need to labor over bulged brass. I've got so much of it, I take any additional .40 brass I get to the recycler, since I can only store so much of it......
The bottom line is, it's no big deal. Just use the customary cautions and you'll be fine.
Hope this helps.
Fred