Yes, the presses allow reloading different cartridges (calibers) by changing die sets. Most die sets are "universal" 7/8x14 thread, but there are a few exceptions that only fit one press. (Dillon Square Deal) You can tell the difference by reading the manuals. Most of the manufacturers have them in pdf format, downloaded for no charge. If the manual says, "Accepts 7/8x14 dies", then you know they aren't proprietary.
The progressive loaders used by non-commercial reloaders aren't electric.
Monitoring? That isn't even the beginning of the answer. All reloading has to be done with a temporary obsessive-compulsive mindset, if you want to have all your parts intact when you shoot the product of your efforts. You have to 1) understand the process completely, 2) understand your equipment completely, and 3) do quality control checks to make sure you are "on track". The first time you have to disassemble 500 rds because you made a mistake will be more educational than any reading you can do in advance...
A tumbler is not mandatory, but it will prolong the life of your dies by keeping dirt from the cases out of them. If you don't reload "range brass", you can probably get along without a tumbler.
Reloading is cheaper than factory ammo, as the brass case can be reloaded many, many times and the brass case is relatively expensive. With low-pressure pistol ammo, some reloaders get 30 to 50 or more reloadings. The case mouth eventually splits, or the brass simply gets lost. With rifle ammo deliberately loaded to maximums, reloading may be limited to 4 or 5 cycles.
However, it is misleading to think that reloading will save money. The truth is that you can craft ammo to do what you want, and you can shoot more rounds for the same cost. I believe very few reloaders who "budgeted" $250/month for ammo cut that after getting into reloading. Instead, they now shoot twice as much for the same $250/month cost.
Black powder is something I know very little about. I believe true black powder is far more dangerous to handle than smokeless powder. I've read about special brass drop tubes to handle the problems of static electricity.
http://www.gunnersden.com/index.htm.black-powder-cartridge-reloading.html
Hopefully this answered some of your questions.