For shells I have used old Remington RXP (years ago) and Winchester AA currently. I think that I was getting more reloads out of the Remington shells. I easily got 8-10 (or more) reloads from a case with the Remington. So far I have only reloaded the AA shells about 5 times but they seem to be wearing faster. I also have used both the Lee (12ga) and Mec jr (20ga) presses which might be cause for some of the difference. I think the both do a good job BUT I think the Mec is easier to use. Like everyone said get a manual as it makes things a LOT easier. I am not real happy with Red Dot powder because it not very versatile. I am thinking of changing (to clays or Green Dot) soon since I am almost out. For wads I have used Remington, AA, and the Duster brand and thought all were good. When choosing shoot check with the range to see if they have any size limits. One of the ranges here requires everyone to use 71/2 or smaller. For primers I would say to look through a manual to see what powder, wad, and primer combination you want try before you buy anything
Reloading is fun and the presses last a long time. I also think I do a bit better with MY loads /ubbthreads/images/graemlins/laugh.gif then the cheep store bought. I agree with what was said before about being able load some stuff you can’t get in the stores.
Hope this helps
Mark