I don't participate in USPSA/IPSC competition anymore, but back when I did, I managed to stumble along and miss fast enough to become a master-class shooter. My first love was Open-class shooting where I used a red-dot-sighted race gun that held almost enough .38 Super cartridges to shoot an entire match without reloading.
I eventually got around to shooting Limited class as well, and it did not take long for me to see that the additional capacity of .40 S&W guns being used by others allowed them to get off more shots between reloads, and that gave them an advantage over me and my .45 ACP. So I switched to a high-capacity gun in .40 S&W that could be loaded on Friday and shot all weekend.
In those days, I averaged shooting at least 500 rounds of .40 S&W ammo each week in practice and churned out all that ammo with a Dillon 1050 progressive. I shot cast rather than jacketed bullets for three reasons: they were less expensive, they were just as accurate--often more accurate--and they extended barrel life. The bullets I shot were from Bull-X, and they had a black coating that helped to eliminate bore leading and greatly reduced the amount of smoke at the muzzle. Sad to say, the company is no longer in business, but a web search should turn up companies offering .40-caliber lead bullets.
Another option for those who are not into high-volume shooting is to cast your own using molds from Lyman, RCBS, Lee, and Redding. Bullets cast as soft as wheelweights work great for low-velocity plinking loads, but alloys with a Brinell hardness of 12 or higher are required to reduce bore-leading at top velocities. Lyman's No. 2 recipe consisting of lead/tin/antimony percentages of 90/5/5 is an excellent choice for all-around use, but if bore leading is still a problem, an increase in antimony to 6 percent should make life easier.
LES BAER GOES HIGH-CAP!