Lee sells a foster slug mold for 12 and 20 gauge. I just picked one up. They're designed to use standard Winchester,Remington & Federal wads so you don't have to use expensive BPI wads. They also accept star crimps instead of needing roll crimps and over(slug) wads. I've no experience with the Lyman sabot style or the precast slugs for reloading.
I reload on a $35 Lee Load All II and have found it to be satisfactory for my low volume purposes. Most people who reload are less tolerant than myself, and would prefer an MEC as a good starter press.
As for buckshot, reloading regular buckshot can be cheap or expensive depending on whether you want buffering,etc. It can also be done on the simplest of machines. Actually single stages are recommended for specialty loads, so don't go out and buy a Ponsness Warren progressive. You will be stacking the buckshot individually. It is not a fast process.