Definately need a good loading manual, Scott N hit the nail on the head for that. If you happen to know anyone who reloads go see them, watch them load, or do some loading yourself at there place.
I started just a couple years ago with an rcbs rockchucker kit. I highly recommend it, however I don't really think you will go wrong with any of the major presses out there right now, certain presses have advantages you have to weigh against the cost. For example the rockchucker has considerable more leverage then other rcbs presses like the partner, probably not a big deal in a pistol cartridges but a nice advantage for large bottle neck cartridges, of course you can still load them with a partner, it's just not as handy.