Tools needed:
A cap punch (sized to the ammo you are loading, only 4 basic sizes)
A loading press. (Good ones come with a punches built in)
A brass shaver. (It shaves brass. Duh

)
A grain scale (a scale that expressly deals in Grain weights)
A Dye for the caliber of round to be loaded. The dye fits into the press and controls how deep a lead gets seated into the brass.
A powder dispenser/hopper (used to percisely measure out a consistant weight of powder every time. Probably THE most important tool next to the press)
A shell hammer. (Used to open up unfired rounds to check the powder load. Called a hammer because it looks exactly like a hammer!)
Leads of the right caliber that you want to load.
Brass casings of the caliber you want to load. (Either saved brass from fired rounds, or new brass)
Powder. (Pick your brand, there are DOZENS! All with different properties. Some burn fast and hot, some are low pressure, some are meant for humid climates...)
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First step. Inspect, clean and prepare the brass:
You want to carefully inspect each and every brass for signs of fatigue, dents, cracks or 'flat sides'. Remember that a bullet is only a pressure release difference from a bomb! Any signs of fatigue, thin walling, flat sides, cuts or dents is a weakness that turns a projectile into a bomb.
Cleaning should be done with a weak soap (I use dish soap). To remove any dirt or left over powder from the inside of the shell. Allow 36 to 72 hours to air dry. (This is where you use the punch to remove the spent cap).
Second step. Shaving and capping: if the brass has been already used, you use the brass shaver to 'shave' the brass of burrs and thin tipping. It takes off microns of brass at a time. Next you put in the new percussion cap with the press. At this time, you also press the brass into the dye to slightly expand the lip of the brass so the lead can seal it air tight. (During firing the heat and pressure straighten and compress the brass lip through friction)
Next step. Weigh out your powder. This is where you can f**k up and kill yourself (like I almost did). Check, double check, then check again that you know the weight of the powder, BASED OFF THE BRAND NAME YOU ARE USING!!! Do not ever assume 2 powders (even from the same brand) are the same. You do, you're dead. This takes the most time, you are litterally playing with the dispenser and your scale. There is NO room for error here. If the Brand says you need 3.67 grains of powder, you use 3.67 grains. Not 3.68 or 3.70.... its 3.67 get it right! Or lose a hand, if not more.
Last step. Pressing the shell: Once you have your hopper loaded and set to the correct weight, things really motor along now. Simply put the brass in the press, pour in the powder, set the lead, and pull down on the press handle all the way down. Finished.
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Why did I stress the powder so much? Simple, lets go back to my dead King Cobra.... it was a S&W King Cobra .357 magnum. (For those that don't know. A .38sp and a .357mag are the exact same size of shell, the difference is that a .357mag is longer. Thus if you own a .357mag you can shoot .38sp rounds from it no problem.)
In my case, I was using Bullseye Hot powder. For a .38sp shell you need 2.56 gr of powder.
But I read the table for Bullseye Humid, which called for 3.97gr.
So I loaded the .38sp with 3.97grains. When I pulled the trigger..... BOOOM! gun exploded and the rear site found its home in my collarbone. For Bullseye Hot. A .357mag load is 2.99 grains. That extra .98 grains of powder exceeded the tollerance for the harden stainless steel of the cylinder, splitting it open.
To understand just how little powder can make a huge difference keep this conversion in mind:
1 grain = 0.0648 grams.
In my case. 0.06 grams of powder turned a gun into a bomb. A weight difference that you couldn't even feel.
Edited because I missed a tool (dye) and where you use it, and when.