I personally bought a Dillon 650 progressive, from http://www.brianenos.com/. That having been said, there are a number of different brands of press to be aware of. I believe there are some other brands out there, but I think I've covered all the majors:
CH Tool+Die merged with 4-D Custom Die, to become CH4D. They make heavy-weight single-stage presses, and it seems that their 'Champion' press is the most comparable currently-produced competitor to the Rock Crusher (see Old Western Scrounger, below). They seem to be spoken of in the same terms in online forums.
Dillon Precision, which makes the most universally well-regarded progressive reloading presses in the industry where price is not a consideration. This is of course a point of contention, but overall internet consensus is that Dillon is always worth at least checking out, and unless price is a factor, worth seriously considering. Their lineup is primarily geared towards progressive multi-station reloading presses.
Hornady makes not only bullets, but also reloading presses. Their Lock+Load Progressive press is generally regarded as the closest competition to Dillon's line of progressive presses in terms of durability and quality.
Lee Precision makes a wide array of inexpensive presses, generally from castings. My experience has been that the paint on their presses does tend to break and come off fairly readily, but that's my sole complaint. Their lineup is the most versatile of all the manufacturers, ranging from "Lee Loaders" (which don't even use presses, just powder scoops and a hammer, but they do produce ammunition), to single stage hand-held presses, to progressive presses and single stage BMG presses. Lack of durability is a frequently cited complaint from the average user of their progressive presses, however it seems that most of the issues can be avoided through extensive time spent learning the in's and out's of the various presses.
Lyman makes a line of preses, seemingly geared towards single stage and turret use. I've heard nothing negative about their products, but neither have I heard any raving positive reviews either. It seems they get the job done, which is all that can be asked.
Old Western Scrounger used to make a single-stage 67lb steel behemoth called the Rock Crusher, which was able to handle (among other things) 20mm brass. Regrettably, the Rock Crusher is only available on the used market. The last reported retail price of a new Rock Crusher was $1050. Old Western Scrounger is no longer making them.
RCBS also makes a wide array of presses, and is best known for its single stage Rock Chucker line.
Components in General
There are a number of places to buy reloading components from, but these are some of the better known ones. Most of these places also sell presses, dies, etc.
Cabelas carries reloading supplies, but it seems to be the most expensive on the list so far. Also, avoid Cabelas-brand case lube like the plague! I've had to unstick cases from dies that were freshly sprayed with it - it's worthless. It's basically alcohol and water, with almost no actual lubricant. Avoid it like the plague.
Graf and Sons honors C&R discounts, and are fairly cheap even without one. If you order more than 32lbs of smokeless powder from them, they'll eat the hazmat fee. Details later on how deep their C&R discounts run. They also charge flat-rate $3.95 shipping.
MidwayUSA honors C&R discounts, and aren't very expensive. Their dealer discounts are usually around Grafs' normal prices. They provide flat-rate $9.99 shipping on powder and primers, but any other items in your order are shipped seperately at standard S&H rates. So, if you order powder from Midway, there's no reason to order other things for the combined S&H.
I'll write up a bit on normal Boxer primers later on. But in the meantime, it should be noted that I've found a source for Berdan primers. Although it doesn't make sense to reload most Berdan primed ammunition, sometimes you don't have much of a choice.
See the bottom of the page for comparison shopping from a few of the major outlets, and the local shops in southern California. Note that the hazardous material transport fees involved in shipping from online lend an advantage to local businesses!
Used brass is frequently very cheap - costing a third to a quarter as much as new brass. A good Google term for it is 'once fired brass'. It is also possible to build up an inventory of brass by either shooting factory ammunition and collecting the ejected shell casings, or visiting outdoor shooting areas where shooters don't clean up after themselves. If you want to collect brass (other than your own) from a shooting range, you will generally need to secure permission from the range first. Most ranges have agreements with companies that collect and recycle their used brass, so they will probably take offense to your scooping their potential money off the ground and hauling it off.
Powder pricing comparison, C&R-discounted prices where available
These prices are not kept current; their only purpose is to give you a rough ballpark figure for how much it costs to get some basic powders at the various places. I'm not trying to create a manually updated Pricewatch for powder here.
Bear in mind that components which go "boom" (primer and powder) tend to incur a hazardous materials tranport fee. So far, everywhere I have checked, hazmat fees are $20. Anyway, hazmat fees in general are why most reloaders try to buy their powder at gun shows or local stores wherever possible.
-- SeanNewton - 16 Aug 2006