Decent price. The cheapest I've seen a 940 going for around here (Northern Virginia) is about $350.
S&W's other cataloged 9mm revolver was, I believe, the 547. It had the spring finger clips that allowed extraction without moon clips. It was moderately workable, but if you had a case that was really sticky, you could play hell getting it out without a pencil or something to poke it from the front of the cylinder. The fingers could skip right past the extractor cut, or in a worst case scenario, snap off (but I've only heard of that happening once).
All in all, the moon clips are a much better solution.
Prior to coming out with the 547, S&W tested the concept for a 9mm revolver in a series of Model 19s that they modified. I've seen one, in a private collection, and would LOVE to get my hands on one.