For the basics you will need a loading manual, press, die set, shell holder and a powder scale.
There are many other tools and gadgets that make thing easier but they can be had later.
Most of the of the manufactures make "kits" which include the basic things and maybe some other things such as loading blocks, powder measures deburring tools etc.
Lyman, Redding, Lee, RCBS, Dillonand Hornadyare some of these. You can also buy the individual pieces but usually that's more expensive.
Of course you will have to have on hand cases, primers,bullets and powder for the cartridge you are loading.
The initial investment can be high but the rewards of loading your own ammocan offset that. Been handloading for 31 years now and it's been a great hobby for me.
Like anything else you can pay a little or alot for the kit that suits your needs best. Here are a couple of places to try...
http://www.midwayusa.com/ebrowse.exe/browse?TabID=1&Categoryid=680&categorystri ng=9315***731***
http://www.midsouthshooterssupply.com/deptsearch2x.asp?dept=%52%45%4C%4F%41%44%49%4E%47& amp;dept2=%52%45%4C%4F%41%44%49%4E%47%20%50%52%45% 53%53%45%53