Pondoro,
If you are going to buy factory to get your brass, simplify things and buy all the same brand. Winchester, Fiocchi and Star Line are all good. I would recommend avoiding Remington as you will have an inordinate rate of case failures once you get past 2-3 loads.
Primers, Federal or Winchester, standard.
Just about any powder from Unique and faster will be excellent.
Bullets. I shoot almost exclusively the Lyman 3118 (311008 now) 115 FP. Anything from 98-115 grs work well. The RCBS 32-098 SWC is excellent also. If you are buying bullets try to get them sized anywhere from .312 to .314. I have about 20 various .32 cal. revolvers and pistols, and .314 works fine in any of them.