OK, get ready for a lot of info. I looked long and hard at reloading equipment for about 4 monthes before I made my decision. Since I shoot pistol 99.9% of the time, I wanted a progressive press. With that being said, it came down to three machines for me: a Dillion 550 or 650, and a Hornady LNL AP. I know people with these machines and talked to them about what they liked and did not like about each.
First, both Dillion and Hornady back their machines 100% with a no BS warranty. Second they work and they work well.
I bought the Hornady LNL AP. Bottom line was that it came with 5 stations, same as the 650, auto-progressive, same as the 650, and it cost the same as the 550. Since I was getting everything at once, I got Hornady dies. You do not need to get the same manufacturer of dies as the machine.
Now what else do you need? You need some basic equipment to start, other stuff is nice. I would recommend a magnetic scale, calipers, reloading manual(at least two), any tools that are specific to the press of your choice, and a kinetic bullet puller. I also purchased a tumbler and media sifter for cleaning my brass. I use old coffee cans to store both clean and dirty brass and anything that I want to keep track of.
Where are you going to mount this thing? All this stuff takes up some space. I built a bench in the utility room of my house. It is 42 in long and 24 in deep. Whatever you put it on or make, make it strong and solid. You do not want the press moving when you are using it.
How much do you want to spend? I put about $700 in my equipment. I am completely setup for both .45ACP and .40 S&W/10mm and 9mm is on the way shortly. I have found that the best place to buy was at Lock, Stock, & Barrel Shooting Supply,
http://www.lockstock.com , 1-800-228-7925, in Valentine, NE. They have it all.