Purchase a reloading book...Nosler and BArnes are what I have. Use your once shot brass or buy new brass, some bullets (I use 140gr Accubonds in my 270WSM's), magmum primers (Federal 215, Winchester, CCI) and some powder -Retumbo is what I use, but Mag Pro and 7828SSC and H1000 are a couple others.
Purchase a Reloading Kit from RCBC or other , get the dies, scale and other reloading tools. I keep a journal of my reloading, each time I sit down and then at the range too.
Read the reloading book for starters. And then away you go.