I bought a Glock 33 and immediately got a .40 barrel from Glockmeister.
I've done "quick change" tests on the range, trying to retain my memory from the other caliber.
It's interesting how people's perception is different, but I find the .357 more "snappy" and straight back than the .40. My personal opinion is the .40 recoil in the small gun is easier to control than the .357.
I am not recoil sensitive (have a G30 too) so I feel that my observations are pretty objective.
I can shoot the G33 well with either the .357 or .40, but I like the .40 better. I've installed Crimson Trace grips on the G33 and with them I compete well with folks shooting Sig 226, 1911s, and other full size guns in my weekly pistol league.
I just bought a G23 (OD...Stylin'!!) and I'll probably buy a .357 barrel too. It'll be interesting to see how I feel about the difference in the larger gun.