Loading .32-20 is just like any other cartridge with a few minor differences. The differences are:
1) The .32-20 cases are relatively thin and easily damaged. Take care to not bump the case mouth against the sizing die body and you won't have this problem.
2) The .32-20 is a bottle-neck case so carbide dies are not available. You will have to lube cases, just like with any other rifle cartridge. (.32-20 is a rifle cartridge adapted for revolver use.)
3) Case lengths vary. Winchester & Star-Line are 1.275" +/-, while Remington are 1.325" +/-. You can't mix brass without problems. Remington are full length, the others are short. Why? That's what I would like to know.
4) Use rifle primers for all purposes, you will get more consistent ignition. Don't believe stories about misfires with rifle primers, it is a myth.
There is only one S&W model which has ever been chambered for the cartridge, it is correctly called the "Winchester Model". (Ref. McHenry & Roper and SCSW) Yes, there are 1899s, 1902s and 1905s with several engineering changes, but they are all Winchester Models, .32-20 Hand Ejectors on the "K" size frame, and for practical purposes identical.
My preferred bullet is the Lyman 3118 (311008). This is a nominal 115 grain flat point that closely duplicates the original factory bullet in form and weight. If you aren't going to cast there are several commercial casters that offer this for sale. If the caster you buy from offers custom sizing buy them in .313 instead of .311.
Beartooth Bullets is one that offers this service, and there are others.
Fun caliber to shoot. I have been loading for it since about 1961. I have a total of 9 (I think, maybe more), S&W, Colt, a Spanish S&W copy, Cimarron (Uberti) Colt replica, and a Marlin 1894CL. You might say I like the cartridge!
You will have people tell you how hard the cartridge is to load, this is total BS, as anyone else who has loaded it extensively will tell you.
Here is a link to a very interesting article about the .32-20 by Paco Kelly on the Leverguns Forum.
http://www.leverguns.com/articles/paco/3220wcf.htm