my advice would be to determine what you want(brand tools,what you need,etc...) then look on the forums for used equipment and do it that way. Also check out Ebay. You will save a ton of $$$ and get some great stuff.
Do a lot of reading online for the caliber and bullet you want to shoot/what your shooting needs are and then buy your components online at once to save money.
Also like other mentioned read the ABC of Reloading several times and get a manual of the bullets you intend to use. Also don't be afraid to ask questions on the forum that is what it is there for