Most of this has been touched on already, but I'll summarize.
Get reloading manuals. More than one, as many as you can find.
Your basic reloading setup should have:
1. Press (of course)
4. Calipers (dial)
5. Primer tray
6. Some boxes to put the loaded ammo in.
7. Powder trickler
Next, you should get:
1. Case trimmer
2. Neck sizing die
3. Bullet comparator
4. Powder measure
Reading the loading manuals will give you ideas about what these tools are for, and how to use them.
For small game, (below deer) 110 to 150 grain bullets, soft point design, will do. For medium game (deer) 150-165 will do nicely. For the big fellas (elk, black bear, etc.) I highly recommend 180 to 200 grain bullets.
As for powder, I have found that IMR 3031 and IMR 4985 will cover your entire loading spectrum. For good performance with heavier bullets, IMR 4831 will do the trick, too. Don't be hesitant about trying other powders, either.
Good luck and good shooting!
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