Why reload; the answer is simple - much lower costs, maximum control of the finished product, it's a fascinating and scientific hobby that provides years of enjoyment.
Single stage presses are a great way to start and you can find bargains on used equipment if you are willing to look. One good way to get started is to find an older hunter or shooter that simply doesn't want to reload anymore. I have found some great stuff this way.
Once you start reloading pistol rounds and shoot a lot you will want to look into a progressive press. I have used Lee Loadmaster, Hornady L&L Auto progressive, and the Dillon XL650. While Lee does make some good products the Loadmaster is not one of them. Hornady is good but caliber change is time consuming and some components need constant adjustment. The Dillon is expensive but worth every penny. Dillon is big, solid, well built, and works right out of the box. It is worth the extra money.
Turret presses are a good middle of the road alternative. The Lee Classic Turret press is a great product and relatively inexpensive.
The best dies are from RCBS, CH 4D (quite expensive), Redding (expensive), Lyman, and older Herters dies if you can find them. I don't recommend Lee dies but their factory crimp dies are great.
Die rings: I've tried them all. Stay away from those that use a set screw which screws directly into the die threads (RCBS, Herters). Surprisingly the Lee die rings work best for my applications. Hornady die rings are also good. I get everything set up on the Dillon tool head, make my adjustments, tighten down the Lee rings, and everything stays in place through multiple caliber changes.
Talk to the guys that have been reloading for a few years. They have made all the mistakes, and know how to get good results. You will learn the most from just watching.