Right now just so happens to be a bad time to start as everyone is hording components. If you want semi cheap brass solids (less then $1 each) I can get you those, they're designed after the M33 ball round. They're ran off a CNC screw machine, will have to check with friend to get more specs on them. You can check with Pat's Reloading to see what they have in stock. Also check with Poly Gun Bag to see what they have left. The AP projo's are considered the better buy as they're more accurate then the standard surplus ball. Most of the match projo's are nearing or have past the $2 each mark.
Brass is next to non existant unless you get on ebay and pay the insane prices there. I guess people seem to think it's gold and not brass. New Winchester primed brass can be bought from The Hunting Shack (HSM) or Thunderbird Ammunition (TCCI) for $1.50 ea.
You can shop around for CCI #35 primers, they run about the same price everywhere. Try Wideners, Midway, Boses, Graf & Son's, Lock,Stock & Barrel, Bruno's, MidSouth Shooters Supply....
If you want a press that won't break the bank, Lee makes one for loading .50 BMG. Shop around, I think you can find one for about $150 and it comes complete. Lastly, join the Fifty Calibers Shooters Association
www.fcsa.org and get on the members forum. You'll find the guys there more then willing to help you out. Plus the magazine Very High Power (VHP) is worth the dues alone.