RE: .25 ACP
I already have a reloading press so I just decap them with a universal decapping die. I have used the hammer and punch method too, a bit harder but no big deal. Unless you shoot a TON it will not take you long. The Lee capper works well and is indeed pretty cheap.
The advantages I noticed are:
1) elimination of 777 crud ring
2) less blowback
3) slightly greater accuracy (fewer flyers?)
4) ease of manipulating primers with cold hands - pull out with fingernail on rim, they stay put once in (unlike short 209s). I always ended up fumbling the 209s down into the action -- but not the 25s.