A little on the 940, as good of a gun as it is, there are a few quirks with them. Most of which is the ammo used. Even with the B/C gap your going to get plenty of velocity out of the 940. Roughly the same as if you were shooting a semi with a 3.5" to 4" barrel, so standard velocity 115gr to 124gr loads such as the GoldDot will work wonderfully in it. +P is fine, but stay away from the +P+ loads, or your gun won't be around to long.
Thanks for the advice - the comments I've gleaned from my web crawling have turned up pretty much the same story. Though I've read that even +P rounds are a bit much for the 940. When you say standard velocity loads, you mean - plain old standard loads like Blazer Brass or WWB? Not +P of any kind?