I've been loading my own ammunition for over 40 years, and I even teach a reloading section for a rifle/pistol/shotgun/hunter safety class at the University of Alaska, Southeast. I recommend to all my students that if they can only afford one manual when they are starting out, that they should buy the Lyman manual. The Lyman manual has really good information about how to reload, plus they use a very wide variety of components in their loads. Manuals produced by component manufacturers tend to limit the loads they publish to just their components. For example, if a manual is published by a bullet manufacturer, you usually won't find data in their manual for bullet weights that manufacturer doesn't make. In the same way, manuals published by a powder manufacturer usually won't publish data for loads using other brands of powder.
I'm also with Bruce Lee M and Smith Crazy, you need to READ, READ, READ that Lyman manual when you get it! The how-tos, whys, and other gobs of information in the manuals are the most important part. It is more important than the loading data itself. You don't have to become an expert to load good, safe ammunition, but you need to at least know the basics. For many people, however, (myself included) the more information they know about the topic, the more interesting they find it
Start with the Lyman manual, then buy others as you can afford them. Like someone else in this thread said, however, take advantage of all the free data manuals published by the different component manufacturers. Powder manufacturers almost always have free data manuals available giving loads using their powder. You can't own too many reloading manuals!