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Avoid WinClean brass if you can. It has a huge flash hole and I don't trust them. You don't need any complications just starting out.
It's probably a good idea to buy powder and primers locally to start. When you have a better feel for loading and have settled on a load, you'll probably want to stock up. HAZMAT does not bite you nearly as bad when you are buying full cases and you can cut powder costs in half, but you need a pretty high confidence level to buy in that quantity.
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