There are tons of youtube videos on this topic. I started by reading the first section of the Hornady reloading manual which explains how to reload. That and watching videos would be good even before you purchase the equipment.
Of all those calibers, 9mm is super easy. You might want to think about starting with that. That lee press would be what you're looking for on a budget.
I've popped 2 primers in a hand tool where the brass wasn't swaged enough. Scared the crap out of me, but didn't hurt me at all. I'm still curious what happened exactly.