Reloading is a nice hobby, but unless you cast your own bullets, it is not really a money-saver, especially when you consider your time.
Before you get started, you need to decide WHAT type of load you will be loading. For example, in .357 Magnum, are you going to make a range-appropriate 38 Special load? That will necessitate a different shopping list that making full-power magnums for hunting.
In addition, you need to decide if you are going to use a single stage press (SLOWWWWWW) or a "Progressive" model which turns out a loaded round with each pull of the handle. If you get a progressive, I recommend a type which indexes automatically. A manual indexing machine can, and has, resulted in a distraction causing a failure to index, resulting in a double charge of powder, and KABOOM.
A basic list:
Reloading press of the type you want with dies in the appropriate caliber. I recommend dies that do not require lube - carbide used to be the type, but I have not reloaded in 30+ years. Dillon is a good maker, and they stand behind their products.
Empty cases of appropriate caliber having the type of primer pocket that is "reloadable." You are looking for Boxer primed cases or ammo, not Berdan primed cases or ammo.
Primers of the appropriate size and strength (standard or magnum) - different load/powder combinations require different types. NEVER assume a "magnum" primer is better or gives more thorough ignition because it is more powerful. The opposite is sometimes true as magnum primers don't play well with certain powders.
Powder specific to the load you plan to make. Decide ahead of time if you are making target range loads or hunting. Get a clean burning powder with enough volume that a double charge is less likely.
Bullets of the type and grain weight you intend to make.
A good reloading manual is imperative. The company from whom you buy your powder will have a reloading manual applicable to the type of powder your buy. The purpose of the manual is to provide you with starting "formulas" for your loads, so you do not blow up your gun.
You will need a good scale to test the powder "throw" of your machine. For example, if you need 3.2 grains of powder for the load you are making, the scale is used to test to make sure you have set your machine and adjusted it to throw exactly 3.2 grains of the powder in question. This adjustment is required each time you switch powders as a machine adjusted to throw 3.2 grains of Powder A might throw an unsafe amount of Powder B. Always check and double-check.
There is no way we can teach you all about reloading in a few responses here, but perhaps we can point you in the right direction. Before you do anything, you need to buy a big thick book on reloading and read ALL of it before you spend another nickel.
Reloading is DANGEROUS if done improperly, and if you are not willing to READ the instructions and learn about the process, then you should just buy your ammo. Again, reloading is NOT cheaper unless you cast your own bullets, and even then, it might not be if you factor in the time you could spend with your family, etc. Of course, some people want to "get away" to the "man cave" to reload.
Oh, you must also learn to see the signs of excess pressure and you should probably invest in a chronograph to test velocity of your loads, as another way of double-checking your work.
Reloading really is a science, and just like the science kits of the past, you can unintentionally "blow things up." Good luck!
I agree with the previous post. Don't forget safety glasses and a caliper. The seating depth of the bullet and overall length of the loaded round must be set exactly. A caliper is required to do this. Too deep and pressures will skyrocket and KABOOM. Not deep enough and the loaded round will not fit in the chamber.
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Wow guys! 
