I shoot and reload .22 Hornet, .32S&W, .38S&W, .32ACP, .38Special, .357 Magnum, .45ACP, .45Auto Rim, .45Long Colt, 30-30 Winchester, 30-06, .303British, 8mm Mauser, 7.62X39mm. The majority of my equipment is RCBS and some Lyman. For components I use primarily Speer and Hornady bullets, CCI primers, 'Lil Gun powder for rifle cartriges and Unique powder for handgun and the Lee reloading manual. As one gets more experience and confidence the choice of component gets more personal but the ones I list are good starting points. As a personal note buy the best powder measure, scale and micrometer you can afford. Duckdog is correct. It is hard to beat a Lee setup as a starter setup. There is no question that Dillon is the top of the line but it is far more the expensive. No sense spending the grocery money on a setup until you determine if you are in it for the long haul.
As a reference as to cost the following is about what it costs to reload a .45ACP: Brass 10c (once fired), Bullet 20.5c, powder 2c, primer 2c. Total 34.5c. Remember the cost of brass is not a recurring cost. I usually get 5 to 6 reloads per brass until stress indicators start to show. This may vary some dependanton the quality of the brass but the cost of the second through sixth reload should be around 25c per reload. I list the costs as reference they are not precise.
A person can often find good deals on reloading equipment, brass, powder, bullets and primers at gun shows. Ebay and Graig's list are other good sources for all but powder and primers.
There is a wealth of reloading information on the internet, only limited by a person's research ability. From the response to your thread there are also a bunch of knowledgeable reloaders on this forum. Any of which would be more than happy to give you assistance.
Beyond the cost issues is the satisfaction of being able to develope the very best cartridge load for an individual firearm. As a personal example I have .22Hornet caliber rifle that had a hard time getting 1inch 3 shot groups at 50 yards using factory ammo. By handloading I have been able to acheive .4 inch.
Happy reloaing and welcome.