All excellent technical advice above, consistency is key, and I'll add compatibility to the mix. Some calibers are inherently accurate, .38 Special, .44 Special and .45 ACP come to mind. In my experience, these tend to be more tolerant to different powders and bullet shape/sizes and still shoot darn good. Some of the more difficult calibers, such as 9MM and .380, take a lot of test combinations, trial and error to find 'the load.' Here's where the compatibility to the gun and the shooter really come into play. For instance I have multiple 9MM's, and over the years have developed different loads (powder, amount, bearing surface, FPS, size, style, etc.) for each gun. All use 124 grain lead, and all of them will go bang in each of the guns, but I do find a big difference in accuracy, recoil characteristics, and functioning when they are 'tuned' to the particular gun. Thus, I've come up with a pet load for each.

Now I know what you're thinking, this guy has way too much time on his hands....or a pretty transparent excuse to spend a lot of time reloading or going to the range to test.....but that's where the fun and experimentation come in. Read all you can, depend on published load book and not the Internet...and recognize that the super accurate load in one gun may not work as well in another. It is so exciting when you do find the perfect combination and are rewarded with a bunch of holes in the 10 ring. Oh, and don't forget the thrifty factor, you're shooting on the cheap...and not paying inflated prices due to gouging. That'll put a smile on your face. Have fun