Welcome to a whole new world of fun and another "money pit", but this one saves you money; more or less. Once you get all of your equipment and supplies then the fun begins.
Good luck finding any selection of primers! Right now they are the hardest component to find, but they are out there if you
look around enough. Do yourself a favor and when you do find some, buy whatever amount you think you might possibly
need for the next two years or so and go ahead and buy them now rather than later.
You will need Small Pistol primers for the .380, 9mm and .40 rounds and Large Pistol for the 45. I have been a big fan of
Winchester 231 for many, many years now and it's never let me down, but there are many fine powders out there so you
might find that a different one works more to your liking; experiment.
Cabelas usually has some selection of primers, but not always. You might also check with Weidners and MidwayUSA.
Prices have gone up drastically over the last two years for a couple of reasons and they have been very scarce. If you
find some I suggest that you order them immediately rather than "think it over". In this environment, if you snooze you
loose. I'm a tight wad, but lately price has not been much of a consideration as much as availability. Fortunately, I stocked
up a couple of years ago so I'm pretty well set, but your hunt is just beginning.
Brands: I would stick with CCI, Remington, Winchester or Federal. Magtech seems to make good primers as does PRVI
but you probably want to stay away from Wolf unless that is all you can get.
Good luck and have fun!