I have also recently started messing around with an 1892 Winchester 32-20. I reload almost exclusively but use a full press. The 1892 action is a very strong lever action and capable of handling reloaded ammunition. Some things can be taken for granted but the fact that you are shooting a 100+ year old rifle shouldn't. If you question its ability to handle higher pressures have it checked by a competent gunsmith. Generally if the bore is decent shape and everything functions smoothly it should be ok.
I've fired both Remington and Winchester factory ammunition, it is available from common internet sites and reasonably priced. Thats one way to get your hand on brass, I've found the brass is fairly common and have even purchased it locally. They recommend using magnum small pistol primers, the powder choices are up to you. Hornady makes both 85gn and 100gn HP-XTP bullets that are designed for 32-20 applications at blackpowders speeds of around 1000-1200. I built up some 100 gn HP-XTP loads that pushed 2000fps and noticed the beginning of primer cratering, also at that speed they print so high on the target that my receiver mounted peep sight can't lower enough to bring them into the black. I'm currently in the process of working that out by lowering the amount of powder, to 1800 and 1600fps. There are molds available if you want to go that route, I use pre-manufactured lead bullets that weigh 113gns and have a gas check, I'm working those bullets into a good plinker round and trying them at 1200 and 1300fps. Hoping to get to the range today to give all this stuff a try.
The little 32-20 is a blast to shoot...you have to exercise some care when re-sizing the cases, the walls are very thin and the cartridge is quite skinny...you can wrinkle and damage the mouth of the cartridge if not careful while ramming it up into the de-primer, it seems location where the depriming pin fits into the re-sizer die has a wide shoulder. If you are not careful you can catch the edge of the mouth of the cartridge on that shoulder and crunch the mouth wall, it happens...not very often. I plan on smoothing that shoulder with a dremel tool.
As far as worth-while, if you like to reload its worth-while to reload everything...I draw the line at .380...ain't worth it for the amount I shoot it.
I think the 32-20 is a great little cartridge, should be hell on varmints with those hot little HP-XTP bullets. The old boy I got mine from said he shot dozens of deer with head shots and kept the coyotes in check in his large apple orchard.
Have fun with it...