.410 is pretty much the most worthwhile shotshell to reload. If you shoot .410 on a regular basis and don't reload you will kick yourself. A box of .410 target shells is often anywhere from $12-20 where as 12 and 20 gauge are $6-12.
A MEC 600 Jr. can be had for $299 new or maybe $225 used. Gauge specific so you need one specific to .410 bore. I don't use a press at all for .410; explained at the end.
I get shells from the local skeet/trap clubs so they are free. There are several people who shoot .410 but don't reload. So far I haven't found a once fired .410 hull that wont fit into my Boito break action so I guess it has a loose chamber.
Standard shotshell primers are about $0.05 each when bought by the 1000. Can be cheaper if bought by the case (5000).
A standard .410 powder is H110 from Hodgdon. Also used for magnum pistol loads so if you shoot those you can use the same powder to reload. I pay about $22/lbs. Most loads (depending on components) are around 15 grains per shell (as a rough estimate) so $0.05 in powder.
Wads are the same price as 12 or 20 gauge wads even though they are much smaller. I bought 100 .410 wads for $7 last time I was shopping so $0.07 per shell.
Lead prices are really high and locally in Ottawa a 25lbs bag of shot (any size) is $50. If loading 11/16oz loads in .410 that is $0.09 per shell.
So the grand total is $0.26 per shell (roughly) to reload 11/16oz of lead shot. That comes to $6.50 a box of 25 which in stores would cost ~$12+
Personally I so rarely fire .410 that I just reload with the nail and dowel method. I tap out the old primers with a large nail and a mallet. Insert a new primer with my fingers and light strikes from a wood mallet (very light strikes). Seat it to proper depth with a Lee priming tool and a #5 shell holder for the .303 British cartridge (close enough in rim size to .410 shells). I then powder charge, seat the wad with a dowel, dump in the shot, and put a .45 over powder card on top made by turning a .45ACP shell into a punch. I then add a little bit of hot glue to keep it on. Takes a while for each shell but for the volume of .410 I shoot (maybe 25 a month) it's good enough for me.
I've also been converting some of my crappier range collected .303 British cases into 2-1/4" .410 brass shotshells. The process can be found on many sites by just searching Google for "303 british 410 shotshell conversion". Once I get about 50 made (it's quite time intensive) I wont need plastic hulls anymore. Load them up with large pistol primers, standard .410 load data (brass hulls are so much stronger than plastic or paper it doesn't really matter what data you use so long as it fits) and fire away. Because of the lower pressures a set of brass shotshells can last years. Also since you don't loose any length to a crimp (you have to use over shot cards and glue of some sort) you can easily fit 2-1/2" loads into them even though they are only 2-1/4".