I've had some unpleasant experiences in buying "once-fired" brass, including shipments with a high percentage of elderly cases, split necks, etc.
But I just got 2,000 cases from The Brass Man, and they appear to be really good, high-quality merchandise. And .40 S&W is only $17/1000 if you specify the headstamp and material, such as Winchester brass or Federal nickel. Mixed is even less.
Check him out. He may not be the best deal in the country, but I'm pleased.
http://www.brassmanbrass.com/
My personal experience is that Speer cases are the most consistent from case to case, lot to lot. And that is important for any competition. But I would imagine others have other favorites.
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If God didn't want us to own guns, why did He make the 1911?