If your goal is long range shooting/hunting then your reloading goal should be 1/2 MOA. Beyond that the return on your investment in time, energy, resources, and outcomes is negligible. Beyond 1/2 MOA, and more important beyond 500 yards, is muzzle velocity extreme spread (and some would say standard deviation of muzzle velocity...but if your ES is low your SD will also be low). Your goal for that should be an ES of less than 30 and an SD of less than 15. I don't mind reloading but I also don't like to spend hours and hours doing it. I like to shoot for hours and hours, and in my life the time for each of those comes from the same pot. With that said, the following list of items has let me reload extremely consistent, high quality ammunition in the fastest time while not going overboard...cause things can get expensive.
To start, before you do anything, make sure your rifle is set up correctly. Make sure it is bedded and the barrel free floated, or use a chassis...sometimes bedding the chassis helps too. I advocate for custom barrels because they are vastly more consistent and can dependably shoot 1/2 moa or less over long strings of fire, but that's not an absolute necessity. I also advocate for a good trigger. I use a TriggerTech set at 1.5lbs (some like lighter, some like heavier but it needs to be consistent). There are multiple options out there. That alone though can shrink your groups a 1/3-1/2 MOA. Finally, you need high quality, repeatable optics. Rifle specifics and optics though a entire other discussions and this is about getting set up for reloading.
Ok, here we go.
1) Brass. Buy good brass. Lapua and Alpha Munitions make extremely high quality brass that lasts a long time. If they don't make brass for the cartridge you're shooting though then just reload the factory stuff. Hornady, Remington, and Winchester brass are fine. Personally I can't shoot good enough to know if weight sorting makes a difference. I do know that it takes an absurd amount of time so a I don't do it. For perspective, the picture of the group attached to this post is from my 7mm Rem Mag with Hornady brass that i shot during load development 2 days ago. I started out with Norma, but the primer pockets loosened after 2-3 firings...so no thanks. I'll just buy once fired Hornady brass for like 30cents a piece. It shoots lights out.
2) Bullets. 1-Pick and shoot bullets that will stabilize with the twist rate of your barrel. Berger has an online twist rate calculator that will allow you to figure this out really easily. If the bullet won't stabilize then don't waste your time. You'll be frustrated by the fact that your groups aren't tight, or you get "fliers" when you've done everything else right. If the bullet isn't completely stable it won't fly consistently and consistency is obviously key. 2-Buy good bullets. Meaning consistent bullets. Berger, Hornady, Sierra, all make a consistent bullet. Others do too, but don't by 2nds and expect them to be consistent at long range.
3) Powder. I use Hodgdon Extreme powders because they are essentially temperature insensitive and are very consistent. The loads developed are stable in pretty much all environments and that matters a lot.
4) Primers. I use Federal 215s and 210Ms. Winchester large rifles have also been very consistent, and a lot of people use CCIs.
5) Dies. Lee, RCBS, and Redding all work fine. Redding S type dies are nice because you can switch out the bushing and set your neck tension to whatever you want, and then using their micrometer seating die setting seating depth is very straightforward. That being said, they are 5x as expensive as Lee dies, and Lee dies work fine.
6) Calipers. You need a set of calipers.
7) Comparator gauge. Not a must, but can be helpful.
8) Scale. You can use a beam scale but they are slow and honestly relatively inaccurate if your are not looking at them the same way every time, from the same angle, every time you weigh a powder charge. An RCBS chargemaster is more consistently precise and accurate, and ultimately faster. Especially if you can afford to buy 2. Night and day difference.
9) Case trimmers. I use the Giraud and Black Window Trim-it II that you can chuck up in a drill. Both trim, chamfer, and deburr perfectly and do it as fast as you can shove cases in them. Yes they are $100, but the first time you sit down to trim, chamfer, and deburr 200 cases you'll realize it's easily worth it.
10) Press. Single stage presses probably produce slightly more concentric ammunition, but progressive presses are much faster (they get rid of a lot of changing things out and hand movements). Hornady and Dillon work fine. Before I bought my progressive, I loaded probably a thousand rounds on my single stage. They work just fine, they are just slower.
11) Chronograph. I use a Magnetospeed because it's accurate, relatively affordable, small/portable, and super easy to set up and use. The data provided by it is extremely valuable and insightful, can expedite your load development process immensely, and can help you develop DOPE much faster.
12) Load development process. There's tons of ways to go about it. The key is using something that is methodical, easy to keep track of, works for you, and most importantly reliably creates loads for you which hammer. 1 MOA is easy. Usually you end up with something that shoots 1/3-1/2 MOA at 100.
Personally, I use the Satterly load development process (YouTube it...I also just posted how I do it in the post "ladder test" under The Basics Starting Out section on here), which is essentially a ladder shot over a chronograph because it is efficient and has worked well for me (hasn't for everybody, but I've been happy with the results). In order for it to be reliable your reloading has to be on point.
Again, the picture in this post is the very 1st group I shot with my 7mm Rem Mag after using the components and process outlined above (in this case unsorted Hornady brass, 69gr Retumbo, Federal 215 magnum primers, 168gr Berger VLDs going 3024 fps. ES of ~10) which I shot at 500 yards. My hand is only in there for size reference. I was shooting at the small square. Wind was 3-5 mph L to R.
This is also another excellent way to do it, but you need access to at least a 300 yard range.
https://www.longrangehunting.com/threads/tuning-for-long-range.192998/
