If you haven't already done it, buy yourself one or possibly two good reloading manuals. Read them well, don't just skim through them. You'll find that although you think they are covering the same material over and over, you'll find little bits of info that'll help you in the long run.
The manuals will also have load data that'll help you decide what loads to try and therefore what components to buy. Don't just buy a bunch of different powders and a bunch of different bullets just because that's what's on the retailer's shelves. Try perhaps one or two powders and two or maybe three different bullets to start at most. Build up your loads carefully; load 10 or 15 rounds with one bullet weight and the starting powder weight, and then another 10/15 with a few grains more powder, then a few grains more. When working up a load I mark each individual round with the powder weight using a sharpie marker. Then on the range I can check each load's effect on the brass before I fire the next higher load.
If you take your time, stay within the loads in the books, start light and work your way up, and be meticulous at sticking with the recipes (weights, types, lengths, dimensions, etc.) you'll quickly and safely end up with a load you and your gun like, and then you can go out and buy a 1000 bullets and get into major production.
If you choose to use lead bullets, you'll save a few pennies a round but you'll have to clean your bullet seating die occasionally. Check your powder weights every couple of dozen rounds until you're happy it is consistent too. Have fun and you'll get the hang of it in no time.
Best of luck.
