If you are looking for casings that will fire buck and flechettes, and come in both 37 and 40mm, I recommend the "CANNON" rounds from Scot Pace at reloadableshells.com. I helped design these casings, and for the money, they are the best on the market for delivering their payload at high velocities. If you are looking for flare/cluster/smoke or other pyro launching casings, I would recommend the thicker walled casings that Scot makes, using the vent plugs, and copper or brass burst discs.
http://www.reloadableshells.com/37MM-Cannon-Round-Destructive-Device-Use-Only-37MM-Cannon-DestructiveDevice.htm
http://www.reloadableshells.com/37MM-XD-High-Performance-Screw-Apart-Shell-402155.htm
They come in 40MM also, and, although pricy, they are built to last for a very long time, and are so easily reloadable.... you will have a LOT of fun with these casings. There are a lot of casings on the market, but if you want a casing that you can defend your life with, or bet your life on.... these are my personal choice.
I have several DDs, M79, M203, registered B&D 37MM EX-D...
As Jay wrote above, drop by my site for reloading info, and reviews of these and more casings, launchers, and other 37/40mm related items. GROG
http://www.freewebs.com/grog/