I have loaded .40 with TiteGroup, HS-6, and Universal.
All are excellent, but here are the particulars:
If you want max performance out of your loads, HS-6.
If you want decent performance, accuracy, and economy, TiteGroup. But TiteGroup scares me just a little in the .40. You can double-charge easily, and it's a little snappy. That having been said, it's quite a performer. Last week I had twenty-four round rounds left over after a practice session, and decided to plink them off at a sixteen inch gong set out at seventy yards. Rang the bell eighteen times out of a 4.5 inch barrel.
My all-around favorite is Universal Clays. It's just a sweetheart of a powder. You can use it for almost everything (think Unique, but clean). It has a nice volume in the case, shoots pretty soft, doesn't smoke much even with cast bullet lube, and is fairly ecomomical. I'm tempted to use it as my only handgun powder.