I have a lock and load and quite like it. The press is well made and hell for
strong. Along with the press you'll need a set of dies in the caliber you want and the shell plate. shell plates are about 30$ and do multiple calibers. dies are caliber specific (with a few exceptions like .38 spl/.357 mag) and are about the same. For a pistol you may want a taper crimp die (19$) You'll need a powder scale to set your drop weight (60-150$ depending)
If you've never loaded before, I would strongly suggest you borrow or buy a single stage press or a turret style press and learn the ropes on. With a single stage or turret machine, you can preform one operation at a time and concentrate on that, rather than trying to see 5 things at once. Once you know whats going on in each operation, your ready to go progressive. If you decide to go ahead and get a progressive first, well, at least only cycle one case through at a time. If you goof, that way you'll catch it and not compound the mistake, or repeat it several times unknowingly.
Trying to learn reloading and how to run the progressive at the same time is an invitation for trouble in the form of squibs or double charges that you don't have the experiance to catch before they cause trouble. That being said, the hornady is a very easy press to set up and caliber changes are a breeze. The lee is also a very good machine when you take the price into consideration. It's lighter built, but if your not loading 1000 rounds a month, it'll do you fine. Dillons are good, expensive for what they are, but the warrentee is gold plated. Have fun, every one here will help you on the way!