I have been reloading ofr the 357 sig for since it came out and have discoverd many things by trial and error and have found a few little tricks. I reload on a Dillon progressive with standard steel dies not carbide.
1. Adjust your resizing die so that the freshly resized case sits flush or very slightly deeper than flush when placed in the chamber of your barrel after its removed from the pistol. contrary to what has been written it does headspace on the shoulder.
2 Adjust your belling die so that its does not bell the case mouth at all. If it bells the case mouth it will not properly grip the bullet and it will slide deeper into the case when it feeds no matter how much crimp you use.
3. Buy bullets that state they are designed for the 357 sig. they have shorter ogives and longer sides to increase grip in the case mouth. Montana gold builds a 125 FMJ just for the Sig and it works well. they pay shipping as well.
4. I seat my bullets with a rcbs seating die and set it to give a very slight crimp. I then finish the crimp with a lee seating/crimp die with the seating stem removed. I have found this combination to give a very solid crimp. I check the crimp by measuring the loaded round with a caliper and then pushing on the side of the bench with heavy thumb preasure and recheck length to make sure it hasn't gotten shorter.
5. Primers use your favorite.
6. Powder- AA#9. It is a compressed load that will help prevent the bullets from sliding deeper into the case when feeding out of the mag into the action. It gives great accuracy and amazing standard deviations. This powder and the 357 sig were made for each other.
357 sig is accurate and powerful a few small tricks to reloading it but worth the effort. I also sort my brass by brand and only load for one brand at a time as brass varies in thickness and a setting that works for one brand will not always work for another. If you have any specific questions email me and I'll see if I can help.The folowing web pages have a lot of info on reloading the sig. the last one listed is fantastic and a great reference.
http://www.reloadammo.com/357sig.htmhttp://www.realguns.com/loads/357sig.htmhttp://www.realguns.com/archives/001.htmhttp://www.handguninfo.com/Archive/www.Pete-357.com/