One minor addition to the above, is to watch out if you buy older dies. There are a few out there that do not use 7/8 X14 thread, as most do now days.
You can also still by specialty dies for the old nutcracker tool Lyman made, and they won't fit either.
Dies from Lee, Hornady, RCBS, Lymans regular sets, and many more, interchange. You might consider using the shell holder of the same brand of the dies though. There appear to be minor differences in thickness, at least in the few I have. Most of the time, you won't notice anything. But if you have a cranky rifle, it might make all the difference.