9mm cases are quite small and you need to pay attention to how much powder you can put in the case. Both, 9mm and .40 seem to like medium or medium-slow burning powders; also you do want to be consistent with powder load and spherical powder measures the best (e.g. Win 231).
I'd recommend taking a look at Hodgdon Universal Clays or Win 231 to start with as they are cheaper, measure well and can load heavy bullets without going into compressed loads. You don't need to put much powder in cases with those too thus additional savings.
Later, you may wanna look at something else as far as powder goes and even drop 9mm from your competition guns and so on....