Sekonic L-358 and Canon 40D
+1 to Ibdina's advice - especially not rushing into calibrating your new Sekonic. As he says there may be a difference between your cam's calibration & your 358 - live with it, until you really know what you are doing.
The only other thing I would add, concerns Canon Manual Wireless. You probably know that it is possible to set up a Canon Wireless (master & slave) Ex network, all firing in manual mode. Unfortunately I don't think that your 358 will work well for that setup - Canon Manual Wireless still uses (master only) 'Pre-flashes' which the 358 does not like. (If you find to the contrary, I would love to hear about the details.) Cheers