Congrats on getting into reloading! First thing is: FOLLOW THE MANUALS! Second thing is, get the manuals and books... as many as you can get. Old and new, some older loads aren't listed in newer manuals and you may find yourself getting into other loads in time or have a powder not listed in newer manuals but have access to them. Knowledge is power! Okay, now to your direct questions... Powders? Well, start with what the reputable manuals/books say works best. However, if you have my problem... you may find those powders hard to come by and therefore, you'll need to get what you can and make it work. This is where you may or may not have trouble getting data in newer manuals. You may also find that the powder you have isn't ideal, though it will still work just fine for target/practice ammo. I have had to use non-ideal powders for a few months now and have made due just fine! In fact, I don't mind having the small selection b/c while nobody else is buying a certain powder (in this case, IMR 800 X & 4007 SSC), I have near unlimited access to the stuff. Y'know, being as that they aren't ideal for many of the most popular powders. As of now, I have IMR 800 X, IMR 4007 SSC and Superformance... I use 800 X in .38Spl, 9x19, .45acp, .44Spl and .44mag with good results for target/practice ammo. I use 4007 SSC in .30-06, .30-30 WCF, .303, .223 and .308 with varying results. I use Superformance in .243 and 7x57... reserved as hunting loads.
I, for range ammo, load everything down (except .44mag) to moderate pressures/velocities to preserve my brass as long as I can. I load my .38Spl (w/ 140gr LFP) to around 750-800 fps, my 9x19 (w/115gr LRN) to 1050-1100 fps, my .45acp (w/ 230gr LRN) to 800 fps, .44Spl (w/ 200 gr LSWC) to 800 fps and my .44mag (w/ 240gr JSP) to 1100 fps. For range use, I shoot specials in the magnum.
The primers, well... read the manuals and don't experiment, there's no real need. .45acp, depending on brand and date of manufacture, will have either small pistol or large pistol... 9x19 will always be small pistol... so, buy both in bulk. You should have no issues using small rifle primers in .223, the .308 is large. I have heard of people getting pierced primers in AR-15s when using small primers... me, not so much. Bullets, you say? Well, for me... FMJ bullets have been tough to find at any LGS, I do get lucky here and there and grab some. I shoot lead bullets in my pistols more often than not. I know you don't plan one loading .38Spl but, in that cartridge I like Hornady Cowboy loads a lot after trying them. As an online source, I like rimrockbullets.net as they have a wide selection of almost any cast-bullet you want. I just bought another box of their 115gr LRN, .356 bullets for use in my 9x19s.
Good luck!