This is a rundown of the tools you'll need to get started loading ammo.
1. Work Area
Make that a clean, uncluttered, well-lit, distraction-free work area. You can't afford to be distracted while loading ammo, as either an under- or overcharged cartridge can easily lead to disaster at the range or in the field.
2. Loading Manual(s).
You will need at least one reloading manual. Manuals are available from several different sources, including powder manufacturers, bullet makers, and the folks who make reloading equipment. The cartridge you are loading may not be covered in any given manual, and it's always nice to have a couple of different resources to cross-check the data, -- so it's often a good idea to have more than source of loading data at hand. Always use a manual, and start with 10%-15% smaller powder charges than are called for, and work up from there!
The press is the workhorse. Together with the loading dies, shell holders, and sometimes a priming attachment, this is the tool used for the actual loading, among other things. Many varieties are available, but the simplest press will do quite well for most shooters. Progressive presses are popular with folks who do a lot of loading, as they allow one to load more rapidly.
4. Dies & Shell Holders
Generally speaking, you will need a set of dies for each caliber/cartridge you load. Some sizes will be useful for more than one cartridge (i.e. you can load .38 special and .357 Magnum with the same set of dies), but as a rule the die must be tailored to the individual cartridge. Dies are used for depriming, sizing, and bullet seating. Shell holders of appropriate size for the cartridge are also needed, to be used in conjunction with the dies, on the press.
5. Case Lube
If you will be full-length resizing your cases (shells), you will need to lubricate them, unless using a carbide size die (only available for straight-walled cases such as .44 Remington Magnum, etc). This is necessary to eliminate binding of the shell in the die, leaving a stuck shell which is an all too common occurrence that will put the brakes on any loading session and necessitate the removal of the case using a special tool designed for that purpose.
6. Priming Tool
You will need to prime your brass after resizing it. Various hand-held tools are offered for this purpose, and most makes of presses make an optional attachment that will allow you to use your press for priming. Most progressive presses automatically prime shells.
7. Powder Measure
This is another tool that is offered by several different manufacturers. Its purpose is to accurately measure powder charges into your primed cases prior to seating the bullet. Alternately, low-cost measuring scoops and a powder funnel will do the job as long as you pay strict attention to detail... different powders bulk differently, and a given scoop of one type of powder will not necessarily contain the same weight as the same scoop full of another type. Powder burning rates vary widely, so use extreme caution, pay attention to detail, and always follow your manual.
This is a very useful and necessary tool for the handloader. Available now in electronic models as well as the old reliable balance type, a precision scale that measures in grains and fractions of grains is a must for checking powder charges. It's also handy for checking bullet weights, loaded cartridge weights (if you suspect an under- or over-charged cartridge), etc.
9. Dial Caliper
A quality dial or digital caliper is used by the handloader for taking many varieties of measurements, including (but not limited to) case length, overall cartridge length, bullet diameter, case mouth diameter, etc. I can't imagine loading without a good dial caliper.
I know it sounds like a lot, but it's really pretty manageable. There are many other tools that may become necessary or desirable with time, such as case trimmers, tumblers, reamers, etc, but you can load a lot of ammo without all those extra goodies. Still interested? Read on!