Sportsman's Warehouse, Cabellas - all good sources. For presses themselves, dealing with someone like Dillon direct is fine as well. They have very good customer service - you can find them at dillonprecision.com but there are other companies out there RCBS, Hornady, etc. I like the Dillon equipment though - and the square deal B is a good press for pistol calibers / although I like the 650 model as my first choice and it'll handle the .308 and almost any pistol caliber you want.
For components - especially powder and primers - buying them locally is a lot less hassle than shipping them. But you need to settle on a recipe - which primer, which powder and which bullet you want to use first so you can buy exactly what you need.
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