If they are going to be used in an autoloader, a light crimp will prevent them from getting set back from recoil.... as the pistol recoils, the front of the magazine will sometimes contact the bullet, setting it back a little with each shot. The cartridge that starts at the bottom of the mag takes the most hits, and sets back the most.
Not much of a crimp is required.... just a whisker more than taking out the case flare.
I agree with wwb. Also, remember that the .40 S&W headspaces on the case mouth. I have found that my taper crimps come out best when I think of it as "restraightening" rather than crimping. Once you restore the bell of the mouth to being in-line with the case's overall shape (it should look factory), you should have enough neck tension to hold your bullets in place. In my experience, if I can see a visible, shiny crimp in this situation, it is probably too tight.
If your expander die is correct, you don't need any crimp. Your expander must flare/bell the case mouth enough that no lead is scrapped off during bullet seating.
After bullet seating, you will want to ensure that all the case mouth flare/belling is removed.
For .40, I taper crimp until I can no longer see any belling/flare and there is the slightest hint of burnished brass at the case mouth (from the taper crimp section contacting the case mouth).
This was all any handloaders did for years; but now, everyone want to measure everything. So, if you want to use a mic or caliper, the case mouth should be 0.423-0.420.
Be sure to drop the first few cases, which for me are always dummy rounds with no powder or primer, into the gun barrel to check fit and chambering.
Back in the old days, we checked for bullet-to-case grip by pushing the nose of the bullet against the workbench with moderate thumb pressure. Now, we would have to specify about 10-15 lbs. There should be no set-back. Or, you can take a couple of dummy rounds and cycle them through your gun three times. There should be no more than 0.005" set-back. The main thing, is that there should be no more than 0.001" set-back on the first time through.