...The gun shop has two both are 4" service guns the one was marked SAI and was like 40 dollars more. ....
If they both come with the "kit"...ie 2 mags, holster, mag holder, case, etc.....then my best guess would be the more expensive one is a "newer" model with the "better" finish. The first XD's out had I believe a burnial finish...bluing that seems to wear off fairly easily. The newer models have a Melonite finish, this is the same thing as the Glock Tennifer (sp?) finish. The newer finish seems to be more durable. I have a XD 9mm SC from one of the early batches with the kit -- older finish -- had slide wear within the first month or two from holster carry. Not a big deal to me, seems to add character to the gun. I also have a new XD 40 Tactical, the finish does seem much nicer to me, but at the same time I have seen Glocks with the same wear issues that my xd9 has -- so it'll probably still wear in a similar manner, just not as fast. The only catch that I know of is some folks had rust issues with the older finish, the Melonite is supposed to help take care of that. Ive never experienced any issues with rust, but thats just me and my anal gun cleaning.
If the shop doesn't know about the finish they could contact Springfield with the serial of the more $$ pistol and tell you what type finish is on it. If you are worried about rust the $40 may be worth it... if the finish is the difference.