The Lee progressive is definitely not for everyone. If you're patient, methodical, and reasonably mechanically minded then you can make one sing; and turn out high volumes of excellent quality ammo. However, if you get frustrated easily, don't like to finick, or prefer things to 'just work,' then get a Dillion.
The Lee auto-index turret press is also a fantastic buy, and you can often find them for very little money. Add a Pro auto-disc with the micrometer disc, and you've got a set up for very very quick caliber changes, and capable of very high volume loading - though not as high as the progressive. I use one anytime I'm running off 500 or less rounds, or if I'm loading near max: my RCBS digital powder measure can crank out a measured max charge in about the same time it takes me to operate the press, and so I can turn out a good 200 or so rounds per hour of measured charges - probably 3 or 4 times as fast as if I'm using a single stage.