You'll definitely do better buying a kit. You save a bunch of money, and get the majority of the things necessary to get you started in reloading.
That being said, let me make one thing VERY CRYSTAL CLEAR - get a couple different reloading manuals, and read them. Then read them again.
Then, read them at least one more time.
Understand the fundamental aspects of reloading, risks and rewards, and above all else, SAFETY.
Ok, now, on to the kits.
All the major manufacturers have kits of one shape or form.
They're all good in their own rights too.
For the budget minded, Lee is the entry level "get started and see how much I like this new adventure" type thing. It's a good setup, but the tolerances are a little wide IMHO.
Personally, I picked up the RCBS Master Reloading Kit with the Rock Chucker Supreme press and all the fixings.
After reading all about them, checking the reviews and forum posts I could find, talking with people that owned them, that's what I settled on.
It's something of the "Ford vs Chevy vs Dodge" concept.
They're all good, it's more of what works best for you.
The Hornady set is also one I hear good things about.
What will you be reloading?
How much do you anticipate reloading per year?
What tolerances are you looking for?
If you're looking to reload massive volumes of plinking rounds, that's one consideration.
If high precision rifle rounds are your focus, that's another consideration.
Give us a little more information, and we'll do our best to steer you in the right direction.
Also, if you have a budget in mind, that's important information as well.
