For years I used a Dillon D-Terminator scale, which is very nice and accurate to 0.1 grain. 2 years ago I found a smokin' deal on a Denver Instrument MXX-123 for $195. It's rated to 0.02 grain... which means it's insanely sensitive, so you need to use it where there are no drafts.
I use the Dillon for most things, and the DI MXX when I'm feeling particularly fanatical.