Steel dies require that you lube the cases. Other than that, it's pretty much the same. I doubt you'll find carbide dies for the .357 Sig (unless Dillon makes them?), but since you'd have to lube cases for .357 Sig even with carbide dies (tapered or bottle necked cases generally require lube anyway), I don't think carbide is worth the extra expense even if you can find it.
As for using them on a progressive press, lubing the cases might slow you down a little, I'm not sure. Others will probably hit that one for you.
For actual load data, you'll have to consult your friendly reloading manual, but I've had good luck with Accurate Arms #7 in my .357 Sig reloads, and it's pretty much all my dad uses for his .357 Sig reloads.
Best of luck, and enjoy your .357 Sig.