I would only recommend MEC equipment and while it might not be the very cheapest equipment they will load for a lifetime. I would suggest a Mec Sizemaster and you can get die sets for other gauges. The best and easiest to load hulls are now Remington's STS, Nitro, Premier hulls. The Remington Gun club type hulls load easily too. Winchester AA hulls are now 2 piece and don't load and last as long as the old AA hull. A very good shotshell manual is Lyman's Shotshell #5 edition. http://www.mecreloaders.com/ProductLine/Product.asp
Ballistic Products also sells manuals for different shotshell loads along with all the components you would need.
While the cost of lead shot is now very high it is hard to beat the prices of Walmart and other 100 and 250 round "ValuePacks" .
If you haven't reloaded shotshells before, it's different from metallic loading in that you choose a "published" tested load and use exactly the hull, wad, powder, primer, and shot weight. You don't work up etc.
I enjoy shotshell loading but the high cost of shot and primers has about stopped me from loading shotgun shells.
The cheapest press that you can buy that will do the job is Lee's Load All II.