What kind of lathe? Size?
When I use my Myford to process brass, it gets used as the motive power, rather than as an actual machine tool to cut with. I stick the cutter and mandrel into the chuck, and move the cases to that.
For neck turning, I'd say that would be the way to go too. Setup the cutter in the chuck, the shell holder so it can be placed on the tailstock, etc.
For the most part, it's tough to hold brass for any serious lathe work, as most of it is tapered to some degree, as well as soft enough to bend and dent, when gripped in a chuck at 'uncareful' pressures. I have stuc a fair few cases into a collet to drill out and tap for seating depth gauge use, and that worked reasonably well. Work like tinning rims would be a fiddly setup on anything without a shoulder to reference off, whether that was the belt, or the front face of the rim.
Cheers
Trev