When I started handloading (only about six years ago) I bought 500 .45acp FMJ bullets, and some for 9mm as well. I also bought some lead 200gr SWCs I bought locally. After some more reading, I started with the lead bullets and the FMJ stuff is still sitting in a box.
Early on, I bought one of the Lewis Lead Removers, but I have never used it. The amount of lead left behind is minimal and comes out with the little bit of Chore Boy copper scouring pad wrapped around my bore brush.
So far, I have loaded .45acp, .45LC, .41 Mag, 19mm and .380acp--all lead. I have dies and components for .38/357 and 9mm, and will get around to those.
Bottom line--lead practice rounds are (IMHO) the way to go.