I will go against the consensus here. Do not get into reloading. Pick a caliber with cheap, widely available factory ammo, spend all your time and money actually shooting.
Reloading is not cheaper, it is a huge time suck, and it does not make you a better shooter.
With the money it costs to really get into it properly, you can buy a week at any long range shooting school in the country.
I've been reloading 30 years, my dad reloaded, I have enough expensive reloading gear to fill a garage (which it does) and if I could get back what I paid for it, I could buy a new truck.
But if you insist on doing this, there is stuff that is a huge time suck that will get in the way of other things.
Weighing charges on beam scales and adjusting powder throwers...fine for high volume pistol rounds...sucks for working up rifle loads.
So buy an RCBS charge-master. Preferably 2 or 3, which is what you might end up with anyway. Maybe get a used beam scale on Ebay just to sanity check the charge-master once in a while, because they tend to wander sometimes.
Buy a Forster press. If you're reloading more than one caliber, it's by far the fastest press to use--dies slide in and out-- and it also allows cases and dies to float just enough to help reduce runout and other problems.
Otherwise most inexpensive presses will work just fine and basically all work the same...they are just slow to change dies out on.
Buy a bullet puller setup (you will be pulling lots of bullets) and a Lee collet die and several mandrels to resize the case necks after you pull bullets.
(You will probably end up with a cheap press setup just to pull bullets).
The choice of sizing dies doesn't matter all that much. I have Lee sizing dies that give .0005 runout and I have Whidden dies that give .0005 runout. You're less likely to get a lemon if you buy Forster (my first stop...plus Forster will open the neck on any of their dies so you don't have to run an expander) or Redding (distant second to me but generally great). But again most sizing dies work well.
Lots of folks end up using mandrels because they are a very useful tool to set neck tension.
Lee Collet dies are a no-brainer. Also 2-3 extra mandrels to adjust the neck tension, and mandrels that you cut the decapping stem off so you can resize the necks on primed cases.
For seating dies, the best seater is the Hornady New Dimensions die with the sliding sleeve. They are the cheapest... $35. BTW I have tons of Forster micrometer seaters and Redding micrometer seaters and the Hornady with the sleeve does the exact same thing.
For case lube, get a tin of imperial sizing wax, it will last a decade, and it works perfectly for times when you need to move a lot of brass.
Otherwise the Hornady one-shot case lube is by far the easiest to use, but there is a time window on it. You can't use it within a minute of spraying it, and after 10-20 minutes it seems to lose half its lubricity. (I spray the cases in a ziplock bag).
Any cheap universal decapping die will work fine.
Some hand-priming system. I use RCBS because it's what I've always used.
Oops...calipers. Unfortunately at one point in my life I worked some in a machine shop so I can't use crap calipers. For calipers I would buy a used Brown and Sharpe off Ebay.
For measuring case length to start, you can use a fired 40 S&W case and a caliper with a lot of rifle calibers. But you'll end up with some OAL gauges eventually. Whidden are the easiest, for my money.
Now add a ton of expensive powders that now cost $60 per pound and you pay $50 shipping on (hazmat plus normal shipping). Same with primers.
Bullets--especially the ELDM/TMKs favored here--are nice and cheap and don't require hazmat shipping.
I'm probably forgetting something. Chamfer tools (I use a machine now)...it's a long damn list. Problems come up, you buy tools to fix them...
Meanwhile that $25 box of factory match ammo is staring right at you.
Oh yeah you might eventually want something to trim the cases. Depends on how much spare time you have. I gave up and finally bought a Giraud trimmer.
Seriously price this all out and then price a shooting school.
End of rant. Reloading can be enjoyable but...
