bigblock, If you keep you eye on GUNBROKERS.com and AUCTIONARMS.com you can usually find the .357 Sig brass at a reasonable price if you are cautious on how you bid. I like to wait until the last minute, place my high bid and get out. You win some, and you lose some, but you don't get drawn into the bidding frenzies and bid too much. You can also find ammo there fairly reasonable too.
As for reloading the .357 Sig, some folks say it is a pain in the butt, but to me it is no worst than reloading a .17 Remington, or 22 Jet. If you want to simplify the process, get a 229 and get the .40 barrel to go along with it, or buy it later (about $125.), there is an abundance of .40 brass out there, and it can be had very reasonable.