+1 on the Whoooaa.
Now that you are reading manuals, the answer is: .40 S&W uses small pistol primers, non-magnum. The .357 uses small pistol primers. Magnum only if using full house loads of very slow pistol powders such as 2400, H110, Win292, etc. For Hp38, Unique, Red Dot, Win 231, AA5, etc. just use the regular primers. Only use magnum primers if the load data specifies it.
I would recommend Lee and Lyman as the best starters because they give the most complete cartridge info. Also get one from the manufacturer of the powder you choose: Accurate, Hodgdon, Alliant, Winchester. Speer is good but gives the tested OAL but not the max OAL. I don't think Nosler even gives the tested OAL.
When you get them read the sections prior to the load tables. They explain everything and you will enjoy reloading more than ever. Be smart, be safe.