The one thing that I wish I knew before I started reloading:
YOU DO NOT SAVE ANY MONEY BY RELOADING
Your cost per round will go down dramatically, but you will shoot more, and you will continue to purchase more gadgets and "essential" equipment as you go along, so you actually end up spending more.
As an example, I have shot more 9mm in the last 3 months (since I started reloading) than I did in the previous year. Even considering the lower cost per round - less than half of factory - I am still spending more.
My equipment has paid for itself in the savings over factory ammo, and I have become a better shooter with a better understanding of how ammo performs and why. Safety, quality and reliability in all aspects of firearms and ammunition have become more important to me.
There is no such thing as a best powder, bullet, or primer in general, they are all dependent on intended use.
Before you buy any equipment, buy at least one manual. They all have illustrated guides to the process of reloading and explain each step and why it is important. Of course each manual will feature the products of the company, i.e., bullet manufacturers will use only their bullets. They also have many articles on other subjects such as shooting techniques, optics, firearm maintainance, etc. After you get your equipment, you will want to get a couple more manuals. Many companies provide basic load data in freebie booklets that can be obtained at a store or downloaded. If possible, compare load info between a couple of manuals, esp. if going toward "warm" loads, I can tell you of at least one powder, that when used for the 9mm, has very different load data in different manuals, with the starting load in one manual being at the max in another for the same weight bullet.
While all of the suggestions from this board will be helpful, and getting and reading manuals is essential, Beemerb's suggestion of finding someone that reloads to guide you through your beginning steps is an excellant idea. Not only will his experience and knowledge help you to avoid some problems, and learn more quickly, if you are or become good enough friends, you might be able to borrow equipment, or help each other out on occasion. The guy that helped me get started showed me how to run his press, adjust dies, etc. by letting me decap/resize a couple hundred rounds of .30 carbine, .45, 9mm, .30-06, and load a couple of dummy rounds in each. Then he let me load one box of 9mm intentionally setting me up with a couple of problems that he then guided me through. Since then, he has given me several boxes of ammo in a couple of different calibers, let me use his tumbler, and offered the use of any of his equipment, if it is not busy at the time. Heck, I probably would not have had to buy any equipment, as he would let me use his in exchange for some of the grunt work of cleaning and processing brass.
Wow, running way longer here than I meant to, so I will sign off with one last piece of advice; don't assume anything and double check everything.
bergie