I have guns in many calibers (don't have a .40 yet) for the simple reason I want to be able to make use of whatever ammo I can get my hands on.
Concur. And while I'm neither a real big fan of either Glocks or .40 S&W, I managed to cover both by getting a Glock 23 in .40, followed very shortly by picking up an accessory 9mm barrel for it that lets me run 9mm parabellum in it as well, using 9mm Glock magazines.
Next step: a .357 SIG barrel. Threaded, I believe.