First off, congrats. It's always good to have an additional option, whether you use it or not.
Seems like an environment where stupidity happens frequently and thankfully I steer clear of it. But sometimes, it hard to avoid. And you are in a bar with a firearm. Seems a bit dicey given the close proximity of by-standers and the like.
I find it a bit dicey as well. I don't drink either, so it's been an option for me, but I frequently choose not to. It really depends on the situation. Typically, if I carry to a bar, I wish I didn't, and if I don't, I wish I did. I have no idea if that's due to bad judgment or being an annoyingly neurotic person.
Haven't tested the .40 or the 9mm yet.
They work. I personally moved from the .40 to 9mm's and .45's (unless I have to carry something else). As Punch mentioned, the .357 Sig is a hot round. I'm not a fan of the new gun the FAM's use though; very difficult for quick follow-up shots. It has increased times for their qualifying courses. I bought the anti-9mm hype for awhile, but for capacity, ease of use, price, etc. it gets the job done in most situations.