When I started, most people were big fans of Lee dies in RCBS presses. This is what I have and it works well. I have the small RCBS press but the gold standard is (or at least used to be) the "Rock Chucker." I also have an RCBS scale that is very good but I read the reviews on Midwayusa.com and apparently some people don't like the recent ones - maybe they cheapened the design or went with another supplier. RCBS has a kit that has everything you will need (except components and dies). It comes with a Speer manual. It doesn't come with a powder measure but you don't need one to start up - they just speed things up.
I have been told to avoid Dillon presses as they supposedly use a unique thread that only their dies will fit.
For "non-metallic" stuff (vibratory cleaners, bullet pullers, etc) Frankford Arsenel has good stuff that is typically cheaper than the "name brand" suppliers. For a media separator I use a plastic Wal-mart collander and an old kitty litter bucket.
Three bits of advice from me outside of the normal warnings about weighing every charge and working up to max charge weights:
1) Start with revolver calibers. Less case prep and it will let you focus on getting the charge weights right without having to worry as much about crimps, etc. Speaking of charge weights - weigh each charge.
2) When you shoot your reloads, go slow. No rapid fire in case you have a dud and wind up with a bullet stuck in the barrel (it happens). Take a wooden dowel to the range just in case. I get one that is just over the bore diameter of the weapon and whittle and sand it down until it is a snug fit. I use it with a dead blow hammer. Light strikes please. A stuck bullet won't hurt the gun, but firing again without clearing the bullet out first will.
3) I always use a flashlight when I charge all the cases and do a visual check to make sure I didn't double charge one, or leave the powder out of one.
