I have two 226's, a 229, and a 239, all in .357SIG. I like the round a lot. Its very accurate and easy to shoot well with.
The biggest thing I've noticed about the round is, there are a lot of people who bad mouth it, most who I personally believe have never even shot one, as everyone I've talked to that have one seem to love it.
I keep hearing people bitch about it being loud, but I dont notice it being so. I also dont find the recoil to be any worse than anything else. The noise and recoil seem to be the two biggest complaints on the internet, and again, I suspect its from people who have never shot one.
Price over standard 9mm is going to be more, but this can be a little deceiving. I believe in practicing with ammo in the power range I intend to shoot with. Shooting standard 9mm for practice and +P+ for carry is like using .38 wadcutters for practice out of your .357MAG, a not so realistic thing, and you will instantly know the difference when you pull the trigger. If you compare 9mm to .357 here, you have to bump the 9mm practice ammo up by a lot to do this, in both power and price. I also dont believe the 9mm pistols are built to shoot +P or +P+ rated ammo on a constant basis.
In .357SIG, I use either Speer Lawman or Federal AE which I get from Ammoman mostly and it costs me $119/500 or $219/1000 delivered. I use Speer God Dots for carry which cost me $18/50 from Streichers. They are all loaded to basically the same power level. The more or less equivalent 9mm (9mm (+P+) 124GR. FEDERAL P9HS3G) also from Ammoman costs $250/500.($25/50) I have this 9mm for my MP5 and have shot some out of my High Power. Its not something I'd want to do very often out of the HP and the difference between it and standard 9mm is instantly obvious when you pull the trigger. Ammoman also has NATO 9mm which is a little hotter than standard for $175/1000, which is a little cheaper than the .357, but your still not using what you shoot to practice with.
I think if you go with the .357 you wont be disappointed.