Caution and disclaimer: I am a "Glock Rules" guy, but I'm not militant about it.
For converting .40 to 9mm, you can't just use a stock Glock 26 barrel; you need to find an aftermarket company conversion barrel. The difference is, the conversion barrel is wider at the breech end, where it must fit the wider .40 caliber slide breechface cut. Once installed, the only other thing you need is a 9mm magazine. Some companies, and many users, state that this type of conversion should only be used for practice, not for serious defensive use. You may have occasional stoppages with this system, as the extractor is not quite positioned the same for the 9mm and the .40 (due to that wider breech cut in the slide), but it usually close enough to work the vast majority of the time. For less-expensive practice, that is good enough.
You could also buy a complete 9mm G26 upper half (slide and barrel assembly) from another Glock owner; these are offered for sale once in awhile, as some folks make up a custom competition gun or a dedicated .22 with a rimfire conversion kit. To do it this way, you'll have to get a 9mm ejector housing assembly, and whenever you want to convert to or from 9mm, you'll have to swap-out the ejector as well. Not terribly difficult, but more than a lot of folks want to tackle.
I don't use custom triggers in my Glocks, as I don't think they are needed. I know many folks do use them, so eventually someone will be along to fill you in on them.
Good luck and good shooting!
"Placement is power" -- seen in an article by Stephen A. Camp
(RIP, Mr. Camp; you will be remembered, and missed)