Re: .338 RUM ; Which dies?
"Which set of dies do you reccomend?"
This won't be as satisfying as a firm pronouncement to "get brand X, they are the best" or "don't get brand Y, they are junk", all of which would only be well intended B.S., but here it is; just get something that has your cartridge pasted to the end of the box and you will be fine.
Dies are quite simple devices and there really isn't much difference in what any of them can do for you. Standard dies are quite good and you have a LOT to learn. It will be a looong time before the more costly "compitition" die features would do a thing for you.