LAST EDITED ON Dec-26-16 AT 11:12AM (MST)[p]If I were starting from scratch today I would buy:
Redding T7 turret press
Redding Master Hunter 2-die set (this has a basic FL sizing die and a micrometer seating die)
L E Wilson micrometer case trimmer w/holder for 300 mag
Shell holder, debur and chamfer tools, a good dial caliper, loading blocks, funnel, sizing wax (better than regular lube), and a hand priming tool.
For a powder measure I'd get the RCBS Chargemaster if you can afford it, or a good beam scale and trickler.
This equipment makes it quick and easy to load really high precision ammunition and not have to waste a lot of time setting things up. With the turret you can leave your dies set up and just rotate the turret to switch dies. The micrometer seating die makes it nice to adjust your seating depth and to return to other settings you've used before.
If you're just wanting to dabble in the hobby and load a few rounds now and then it might not be worth it to buy the higher-end equipment. A basic single stage press and RCBS dies will allow you to load some pretty good ammo. The starter kits are not a bad way to go if this is what you're after.
For supplies I would strongly recommend getting all your brass at once. It's a huge pain to try and load different kinds of brass and get consistent accuracy. I like Norma brass for the 300 win mag. Federal 215 primers are my favorite in this cartridge, and the "match" primers have a great reputation if you can find them. For powder and bullets it depends on what you're hunting and how far you plan to shoot. I use heavier bullets like the 208 Amax and 212 ELD-X in my guns with H1000. H4831 or H4831SC are good powders with lighter bullets like 168s. I would pick a bullet and then research which powders work well with it.