1) What is the load for? Accuracy loads, big game hunting loads, varmint loads, small game loads each require a specific style of bullet and probably a propellant powder which falls into a specific burn rate for best results.
2) Case prep. New brass should be uniformed to ensure that the necks are straight and not dented. Used brass needs to be resized and most agree that the minimum amount of resizing produces the best brass life. I don't follow this advise myself for two reasons. First some of my ammo ends up being fired in more than one rifle, so full length resizing is the only way to ensure reliable feeding in all rifles. Secondly it has been my experience that with brass used for full power loads the primer pockets open up long before the case fails in any other way.
3) Powder. I'm not talking about a specific powder here, but the type of powder you might choose such as extruded, spherical, or flake. In magnum cartridges extruded powder is often the most common choice of powder, and it is available in a broad range of burning rates. Extruded powder also takes up the most room in the case, that is it has a low loading density. Ball (spherical) powder takes up the least amount of room in the case, that is it has a high loading density. It is easier to meter from a powder measure as the tumbler tends to cut off the long extruded powder where the ball powder passes easily, and throw to throw ball powder is more uniform. If you intend to load by volume rather than weight, ball powder is the better choice. Most folks are of the opinion that a hotter primer is necessary for ball powder. Flake powder is only going to be encountered if you intend to load reduced loads such as cast bullet loads or FMJ loads for plinking and small game. The inherent danger with this practice is the possibility of double charging a cartridge due to the very small powder charges used. The best accuracy is often found when the powder uses up 90% of the case capacity. The Nosler manual provides load densities with each load they list.
4) Primers. I haven't had to buy any for quite some time because when I buy primers I buy lots. According to these threads, folks are finding that primers have increased in price and are difficult to find. My advice then is when you can find an appropriate primer for your cartridge buy it and tweak your load so that specific primer gives you the best accuracy, rather than go shopping for another primer you might not be able to find.
5) Brass. Lapua are generally considered the best. So what. Unless you are a competitive shooter, are you going to be able to realize the difference in quality between the expensive Euro brass compared to the North American stuff? I commonly use Winchester, Remington, Federal, and Hornady. The Federal stuff, or at least some of it seems to suffer from short life due to expanded primer pockets. Winchester is my preference, but there is little difference between Winchester and Remington except that in some lots the Winchester might be more uniform in weight. The Hornady brass seems quite good, although I've only loaded it for the .375 Ruger. Nosler makes brass; I have a box I haven't loaded yet, but reports are that the primer pockets don't last. Thats too bad if true because it is made to the same tolerances as the Euro brass.
6) Bullets. Choose your bullets with the chore in mind to prevent disappointment. Serious target shooting with a hunting bullet won't impress you, and except in specific circumstances a match bullet will not function reliably on big game. If you anticipate an impact velocity of higher than 2500 fps, a premium bullet might be a better choice for big game hunting. If you are shooting varmints, those big game bullets will ricochet badly and are hazardous in built up areas. Choose an accurate bullet that is fragile, you'll get impressive kills and no ricochets. Cast, solids, and FMJs can be used for fur, let range be your guide as to which is the most appropriate.. Inexpensive jacketed bullets can be used for moderate velocity big game loads or for just an afternoon plinking session, they seldom produce gilt edged accuracy, but for casual target shooting, practice, and plinking they are fine.
Hope this helps.