As prices have been doubling and tripling over the last couple of years, and I have been shooting more and more, I have found the need to begin reloading. While I am certainly no expert when it comes to this subject, I thought I'd share a bit about my experience in picking out, setting up, and using my reloading equipment.
As you are probably aware, there are numerous choices available in the market place for the task of reloading ammunition. All have their pros and their cons, and depending on who you ask, you will get as many opinions on equipment as you could care to sort through.
When I began looking into reloading, I asked several of my shooting buddies where to start, and most of them pointed me to Dillon, so that was at least a start. They all had more experience than I did, so I started looking at the various presses that Dillon offers. I'm the kind of person who wants to do things the right way rather than doing it twice (or sometimes three times), so I started doing a little research. Brian Enos' website is filled with information on the various Dillon machines and options. He does a better job than I could ever hope to at explaining the differences between the different models, and I have nothing but good things to say about my experience in researching on his site and ultimately purchasing from him.
For the kind of shooting I do, a progressive press was pretty much a must. I don't do any precision rifle shooting, otherwise, I might have looked more closely at some of the single stage presses on the market since the number of rounds would be much lower than for action pistol shooting. I will admit that the Dillon presses were a bit pricier than I had anticipated, but hindsight being what it is, I wish I hadn't even wasted my time looking at the other contenders on the market. I took a gander at the Lee progressive presses which appealed to me mainly because of the price , but after seeing some videos out on YouTube, I quickly decided that I'd be better off to save my money and go straight for a Dillon.
Now came the decision on which Dillon Press to buy and what accessories to get. Again, Brian Enos' website to the rescue. With all of the information available there, it didn't take too terribly long for me to decide on the Dillon RL 550B press. It is a mid-range press from an output and price perspective, but carries Dillon's 'No-BS' warranty (if it breaks, they'll fix it, plain and simple) just as all of their other presses, so I knew I couldn't go wrong.
Accessories - now there's another subject - I have the press picked out, now what all other stuff do I need? Well, once again Mr. Enos' site lists out the must-haves and the nice-to-haves, etc, so I didn't have too much trouble making those decisions either. One thing I will note is that if you are going to load multiple calibers, I would HIGHLY recommend getting the entire "Quick Change Assembly". I started out by only ordering the extra toolhead, stand, powder die, etc, but quickly realized that I should have sprung for the powder measure too, and adding it on the backend just cost a little more money.
When the FedEx delivery man dropped off all of my new toys, I guess I was as excited as any kid on Christmas morning. Dad and I had already built a sturdy bench out in the garage to use for reloading, so now it was jut time to put it all together. I did take the time to watch the How-To video (which I would also recommend getting when you order your Dillon Press), and it was very helpful especially since I had never done any reloading of any kind before on this or any other press.
Setup was not bad at all. I'm guessing that it took me a couple of hours to get the press bolted together with all of the accessories and mounted to the bench. Then a little more time to get the dies set, but that part is not bad at all either.
I will say that if you plan to get into this hobby, you do need a good place to work. A sturdy bench is a must. There are numerous examples out on the forums on Brian Enos' website; just do a search and you will find them.
I don't have pictures of my original workbench, but I recently moved, and my new house has the perfect spot for me to setup for reloading. Here's a picture of the new setup (much better than the old one since it's inside in a climate-controlled area). This was a built-in desk, but since I already had a desk that I prefer for my computer gear, this built-in made a great place for my reloading setup.

I started out loading both .45 ACP and .38 Special, and most recently I have added 9mm to the mix. Shooting in IDPA, it's actually kind of hard to find .38 Special ammunition that will make the minimum power factor of 125. For those who do not know what power factor is, Muzzle Velocity x Bullet Weight /1000 gives you a Power Factor. For example, the 'standard' Winchester .38 Special round is 130 gr. with a Muzzle Velocity of 800 fps. This results in a PF of only 104; not quite enough for sanctioned IDPA competition. In normal production-type ammunition for the .38 Special, you have to step up to +P loads to get to the minimum PF for IDPA.
As I just mentioned above, I recently acquired everything necessary to begin loading 9mm ammunition. Two or three years ago, most of the guys I shoot with didn't bother reloading 9mm because you could buy CCI Blazer at Academy Sports for $3.86/box, so the cost savings were minimal. Now that the price has esclated to $10/box (or more) almost everywhere, more and more shooters are setting up for reloading 9mm, and I figured it was time for me to do the same.
For .38 Special, I'm loading 158 gr. Rainier plated bullets with 4.7 gr. of VihtaVuori N320 and Federal Primers, with an OAL of 1.500". In my S&W 686, this is putting me somewhere in the neighborhood of 130-135 PF, well above the IDPA minimum PF for SSR. I never want to push the low end of the scale, just so there is no question if I'm shooting a sanctioned match.
For .45 ACP, I have a couple of recipes depending on the IDPA Division I plan to shoot. For ESR, I shoot a 4" S&W 625. I'm loading 230 gr. Berry's plated bullets (I have also used Rainier bullets) with 5.3 gr. of VV N320 and Federal Primers, with an OAL of 1.235". This load gives me a PF of about 170 in my revolver, which is well above the minimum of 165. This same load in my Springfield XD 5" auto clocks in with a PF of around 191, so to reduce the felt recoil when shooting in the CDP Division, I drop the powder charge down to 5.0 gr. even. This keeps me in the 170-172 PF range when shooting my auto.
For 9mm, I'm loading 115 gr. Berry's plated bullets with 4.2 gr. of VV N320, Federal Primers, and an OAL of 1.127". This load from my Springfield XD Tactical and my S&W M&P 9L (both 5" autos) produces a PF around 127-129, which is above the minimum of 125 PF for SSP or ESP IDPA competition. This same load from a Glock 34 (also 5") came in about 30fps slower than the other two pistols, making it a borderline load for sanctioned IDPA competition in that particular pistol.
As for brass, I use whatever I can find that is in good shape.
I know some of you are probably saying, "Why use such expensive primers and powder, when the obvious goal is to save money?" Well, the answer for the primers is easy enough. Both of my revolvers have tuned actions, and I use the Federal Primers because they are a little softer. I could probably get away with some of the others, but there's no sense in risking a light primer strike in a match. For my autos, I could no doubt get away with other brands of primers, and may do just that if and when I can find some in stock somewhere for a reasonable price.
As for my choice of powders, I know there are other powders out there that are quite a bit cheaper, but powder is the least expensive component in reloading. Yes, I could save 35-cents/50 rd box if I went with something cheaper, but VV powder is so much cleaner shooting than most any other on the market. If you don't believe me, then go over and take a look at my S&W 686 Revolver on my "The Guns" page. When that picture was taken, it had 300-400 rounds through it, and you can hardly tell it's been fired. If you truly enjoy cleaning your guns, I think you might be in the minority. For me, less time cleaning means more time shooting.
The following picture will further explain my choices of loading components. This is a side-by-side comparison of me and one of my shooting buddies at the 2008 Louisiana State IDPA Match. We are both shooting S&W 625's (his just happens to be a Performance Center model). He uses Clays powder and cast lead bullets, and I use the VV N320 with plated bullets. As you can see, there is quite a difference in the amount of smoke produced from the different loads we are using. Based on some of our recent "non-scientific" testing, we have shown that the lube on the lead bullets is the largest contributing factor to the amount of smoke. In the right (or wrong) kind of lighting conditions, that cloud of smoke can make the difference in whether you can see your target(s) or not. So, for now at least, I'll stick with the "more expensive" components to reload my ammunition. I'm still saving at least a third of the cost of factory ammunition, and I can tailor my loads if I so desire.

Anyway, there are a lot more people out there with a lot more knowledge on this subject than me. If you decide to get into reloading either out of necessity, or just for fun, take a look at the Dillon presses. I don't think you will be disappointed.