Let's talk a little about primers. For what you're doing, just about any magnum large rifle primer will work. Why magnum? They're a little "hotter" in their flash, so they ignite the slower-burning powders you will be burning better than large rifle primers. Also, they are generally a little heavier in construction, so they can take higher internal pressure without problem. They are, in fact, constructed with magnum loads in mind!
What else do you need to know about primers? They can signal high case pressure, so you should "read" them after firing a load. Someone above has pointed out that if you have a hard time opening the bolt after firing one particular load, that is probably a "hot" load, meaning the pressure is getting right up there. In fact, high pressure can be caused by other things than too much powder, like case neck thickness or stretched cases. For what you're doing these are probably not things you need to worry about -- just keep in mind that signs of high pressure can be a symptom of a problem you need to check on.
You can also "read" your primer after a shot. What does the crater (caused by the firing pin) look like? Is it just a dimple in the middle of the primer, or does it have sharp edges where the metal has clearly been pushed back around the firing pin, giving it a "cratered" effect. Cratered primers are generally a sign that your pressure is high -- perhaps too high. Also primers that have clearly been blown back against the bolt face so hard that any tool marks on the bolt face are engraved into the primer. I once had a rifle with tool marks on the bolt face, and one load I tried clearly showed those marks on the primer after firing, and some of the primer pockets had enlarged so the next time I tried to seat a new primer in it, the primer fell back out. That's either too much pressure or brass that has become soft (through annealing).
You don't need to think about annealing at this point, but some day you will probably want to read up on annealing case necks if you want to get the most life out of your brass. Don't anneal the whole case (I did by accident) because they loose strength and you need strength around the base and web of the case.
You don't need to think about crimprd-in primers with the 7 mm Rem Mag, but if you start reloading military brass you should be aware that military primers are somethings locked in place by crimping a little of the surrounding brass against the primer. You need to remove this crimping before seating a new primer, or else it might deform as it goes in. This is another subject -- I just wanted to mention it as I was talking about primers.
Finally (bet you thought you'd never reach the end of this long post), which brand of primer to use? When you read a manual, it will suggest which powder to use with a given weight of bullet, and how much powder to start with and how much is a maximum load. It will also recommend a brand and designation of primer. In my experience, after you have reloaded for a while, you will find there is little difference between brands of primers, but you want to use magnum type primers. I use Winchester WLRM primers (as in "Winchester Large Rifle Magnum", huh?) in my 7 mm Rem Mag, but I have also used CCI and other brands of magnum primers. If you use what the manual recommends, you're off to a good start. Later on you might try other brands, but follow the manual closely at first.
