the E3D typically comes with a .4mm nozzle, same as the SD4 nozzle, so no changes need to be made for that.
I did reduce the retraction for mine - the E3D doesn't ooze nearly as bad, but that is kind of dependent on the filament you use, too, so what works for one person may not work the same for you. Don't be afraid to experiment with it a little.
I didn't change any other settings as far as the extruder goes.
The biggest difference is going to be in your operating temperatures. The stock SD has the thermistor kapton taped on the outside of the nozzle that results in much lower temp readings than you will get with the E3D - the difference on mine was right around 50 degrees.
ABS temps with the stock nozzle were around 185-190C, with the E3D I am running around 235-240 (for Octave brand ABS), so be prepared to do some temperature calibrations all over again with your filament.
SD4 #1 & #2 - Lawsy carriages, E3D v6, Rumba controller board, mirror bed plate, X motor fan, upgraded PSU & Mica bed heater
SD4 #3 - in the works ~ Folgertech FT-5, rev 1
Printit Industries Beta Tester - Horizon H1