I'd start with an RCBS Rock Chucker press, you can use it single stage to get used to reloading, and upgrade it to progressive later with a "piggyback" kit. Since you can use the same dies either way (they're pretty much all threaded 7/8"-14,) you don't have to lay out extra for the dies when you go progressive. You'll also have the basic press already, so it might be a little cheaper - and if you have a rifle or a competition pistol you want to load some "tackdriver" ammo for, it's a simple matter to go back to single-stage.
Dillon presses are also good (I've heard - both of my presses are RCBS, because the price was right!) and will also take pretty much any dies threaded 7/8"-14 as well. RCBS, Hornady, and Dillon dies are all very good - and you can get Redding if you want to go with serious precision.
Dies are available for nearly everything these days, if you look hard enough. As long as the cases are "boxer" primed, priming tools, primer removers, and new primers are easy to find as well.
Bullets? I like Speer and Hornady, and you should be able to get decent prices on most from MidwayUSA (
www.midwayusa.com.) I prefer jacketed pills, because they make it a little easier to clean up after shooting and loading, but you can also get cast bullets fairly cheaply. Or, you can get moulds and cast your own - I find wheel weight metal works well for general shooting, I used to help my grandfather cast muzzleloader balls, Minie balls, and bullets from buckets of wheel weights he'd get from tyre shops. (You ever pick up a five-gallon bucket of lead alloy? It's a workout...)
Dies? MidwayUSA again for the more common stuff, CH4D Tool and Die for the oddball stuff (I don't recall the URL for them, but a Googling should turn them up fairly quickly.)
Powder? I find that ball powders meter and measure more consistently, Winchester makes good ball powder.
Primers? CCI works, and they're pretty easy to find. Buy them in blocks of 1,000, or cases of 10,000 at gun shows.
Most important - make sure you can work without distractions at first, and make sure that anyone you have helping you can follow directions QUICKLY, ACCURATELY, and TO THE LETTER. You don't want to play around with this stuff - it's quite safe if you handle it properly, but fsck up just once, and it can be a problem, I'll readily admit. DO NOT IMPROVISE! Also, get the manuals for the bullets you use, and follow them, with one small change - figure a starting load at something like 70% of the middle load listed, and read the section on "pressure signs" THOROUGHLY. Watch your brass for signs. If the starting load works well and shows no signs, I'll work up in increments of 5% of the middle load, and maybe work up to maximum load (but I don't usually feel the need to get there...)
If you have any questions, there are a bunch of us here you can ask, and we'll help you get sorted! Don't be afraid to ask, we all had to start somewhere, and it's worth doing - especially if you're into accuracy, or shoot something odd and want to save a few bucks.
5-90