Thanks everyone.
wooddoctor - right now I am working with .44 magnum. I started with this one for four reasons:
1) Since the powder charges are higher, I figure the margin for error is also magnified. In other words, .1 grain higher or lower on the charge would have less of an effect (and less danger) on a 22-grain .44 Magnum charge as it would on a 4-grain 9mm charge.
2) My .44 magnum is a Ruger Vaquero. Rugers are the strongest revolvers out there, so if I do screw up the likelyhood of blowing the gun up is less.
3) As a revolver, I don't have to worry as much about case prep (crimping, etc). I figured I'd get the basics down first on charging, operating the press, setting the dies, inspecting the brass, etc. Once I am comfortable with that I will work on an auto, where case prep is more important.
4) I hate chasing brass!
I'm using an RCBS small press (I think it is called the SB5 - it's not the "Rock Chucker") with RCBS equipment and Lee Dies. The scale is the beam scale that came with the kit. I have an RCBS powder measure but when I moved I had a toolbox disappear (I think the movers honestly thought it was theirs) and the mounting bracket for this measure was in it. I've ordered another one along with a powder trickler and a primer pocket cleaner, though I still plan to weigh each charge. My media separator is a thing of beauty - a Wal-mart plastic collander over an old kitty litter bucket!
I eventually plan to load (in addition to .44 mag) .357 Mag, .38 Special, and .45 ACP. I might try 9mm and .380 but IIRC it is actually cheaper to purchase finished ammo than load 9mm, or at least it used to be. I will probably at least get some dies for these calibers. I may try .308 Winchester at some point but I don't know that my press is big enough to do rifle cases.