I suggest considering something such as this for a start.
http://www.grafs.com/retail/catalog/...productId/7524
Lee equipment is the best value for a beginner, for $116 you get a good starter kit. You'll need a set of dies for each cartridge. Shotgun shells are usually loaded on a separate press designed for the purpose. Peruse this site to make yourself familiar with what is available. Lee dies are as good as any and a good bargain.
http://leeprecision.com/
You should first purchase a loading manual, such as Lee's Modern Reloading 2nd Edition, Lyman's Manual or one from any of the bullet manufacturer's such as Sierra, Hornady, Nosler, etc. One line load data is available at
www.hodgdon.com for all the Hodgdon and IMR powders and it's free. There is an extensive catalog of manuals and videos at
http://www.midwayusa.com/find?newcat...ensionid=13924
Do a Google search on reloading videos and many free examples popup such as
http://www.youtube.com/watch?v=DP4p6HEEEUM