I bought a Dillon XL650 right before the stuff hit the fan, after thinking about it for about 40 years! Components are tricky to find, but it is cheaper if you ignore the cost of the press. Even if costs drop back to about what they were, you can still save a few bucks, though.
The downsides to the Dillon: $100-$200 to set up for a different caliber unless you want to spend a LOT of time setting up a caliber change. And, a bit of time and mechanical work to swap calibers.
I cheaped out on the case feeder. $200-ish. You don't really need it, but it is handy.
You DO want the "Strong Mount" and maybe the Dillon mounting hardware kit (included with the "Strong Mount"). Likewise, there's a powder tester that rides into the case after the filling operation. The "Strong Mount" allows you to put the press on any old tabletop, without parts of the system hanging over the edge.
Assembly is a bear - the really tough parts are pre-assembled for a single caliber (you need to specify), but a whole bunch of stuff still has to be done. Nothing much to it, but the manual's a little fuzzy, and some things are a little non-intuitive.
You'll also need a tumbler to clean cases, some cleaning agents (ground corncob, for example), and a good separator to get the cleaning media out of your cases. I still have to buy a good separator. The cheap one I bought doesn't cut it.
It's not really a good idea, IMHO, to handload .40's. They're awfully close to SAMMI specs when loaded
at all, and may be dangerous to play with. 9mm and .45's, or .38/.357 or .44/.44Mag should be a lot easier.
I'm told that RCBS makes a clone of the Dillon XL650 that's half the price. Might be worth a look. There has also been a suggestion to buy several very inexpensive presses and just leave them all set up, each to a specific caliber. Not the worst idea anybody ever had....
Enjoy!