You have so many options with the 35 i.e L-10, Limited, and Steel isn't a problem with .40 loads, even minor pf.
I have been shooting a 35 Gen 4 for the last six months and prefer it to the 34. I prefer the 40 minor to the 9. I shoot it in IDPA SSP and USPSA Production. My experience is that the 40 seems to not be as picky to reload for and gives you the option to shoot major for limited and limited 10. The cost of reloading is about $3.00/100 more than 9, but I guess if I can't afford the difference I probably can't afford to be shooting anyway. Just my opinion.