I have a pretty basic setup, and here's what I use:

Press
Case Trimmer
Beam Scale
Primer Pocket cleaner
Priming Tool
Powder Funnel
Deburring Tool
Dies
Powder Measure
Loading Blocks
Case Lube
Shell Holders
Calipers

and then of course, you need the bullets, powder, brass, and primers for your caliber. You can get reloading manuals, download data from the internet, and get manuals that are for specific cartridges.

A good kit will have many of the items you need at a little better price than if you buy them seperately.

And if anybody can think of something I'm missing, please feel free to step in.