(Thanks for the info, PTNMIS - glad they have them back in stock!)
There are LOTS of threads that discuss the 940; run a search on "940" here in Revolvers.
I'm just chiming in because I noticed a couple of folks who said they'd like a faster way to unload the 5-shot clips.
I wonder whether you all knew about this thing - Brownells sells a very useful tool that looks like a hollow-shafted screwdriver to de-moon shells. You drop the hollow over the shell, rotate your wrist, and the shell pops off. About 10 9x19 cases fit down the hollow shaft, so you don't have to empty it each time, and emptying the tool consists of pointing the shaft downward over where you'd like your brass to fall.
I bought one when I got my 940, along with a pile of extra moon clips. Anyway, I can strip 10 clips worth of ammo (that's a box' worth) in under a minute. I've certainly heard enough people say they find the clips bend easily, but I don't find that to be the case myself (and I don't especially baby my range clips - they're flying out the back of the cylinder onto the concrete of the line every trip to the range).
Sure, putting the ammo on the clips takes probably 10 seconds a clip. That's two minutes a box, three at most - if you're not paying attention to efficiency. Not a huge hassle, especially when you consider the time you save throwing the clips into the cylinder vs. feeding the .38s in one at a time.
Frankly, I use more 9x19 in my revos than I do .38s - I go thru the 9s faster. I load up a box of ammo onto clips when I get to the range (or the night before I leave, if I think of it) - that takes 3 minutes max. Then I do speed drills with my 940, just because I can. Man, you can blast a lot of lead out of that thing in a hurry! I think the clips are a real advantage of the 940.
Regarding JC's concerns about difficulty carrying the fragile moon clips: a couple of loaded moon clips fit nicely into one of the standard size prescription medicine bottles. Check your medicine cabinet, you'll find the right one. I just stick a bottle in my pocket with a couple of back up clips. True, they don't lie as flat as the speed strips, but I can have all my rounds off before you have your cylinder closed on your first reload.
Plus, the 9x19 is just made for snubbies - what an efficient use of a short tube!