What a many handloaders do not know is that primers have fine powdered glass mixed into the explosive primer mixture.
when cooked off the powdered glass super heats and travels into the casing providing a more consistent ignition.
Magnum primers are not only hotter but contain particles deliberately designed to help propel an ignition producing body of super heated particles deep into the powder charge, this could be bad for the eyes...
I also suggest, because of lead content, to not eat, not smoke, not drink (anything, adult beverages particularly) and think about gloves as posted by others, I use latex gloves for hand-loading and swaging. Both latex and nitrile gloves are available from Harbor Freight.
When you buy a set of dies, you usually do NOT get the required shell holder with them. The exception to this is if you buy dies made by Lee. Their dies actually come with the shell holder, which you will need, and also a powder scoop, which you may or may not wind up using.
If you are thinking of getting the Lee Factory Crimp die (and I do recommend it), you can often find Lee "Deluxe" die sets, which are the 3 standard dies plus a factory crimp die for a little more than the standard set.Reloading manuals and now there are some good DVD's available.
Here are my "go to" manuals...
Lyman 49th Edition Reloading Handbook Reloading ManualSpeer Reloading Manual #14
Lee Modern Reloading Second Edition Reloading ManualI like books better than DVD's but there are some DBD training videos available.
You may want to consider a low cost set of Lee equipment to start out with, I have some of the most expensive reloading and swaging equipment available and find my self using my Lee classic turret the most...
Look at some past posts here about reloading, then check out some of the information on the web.