Atroxus -
Like was said... go to a local gun club meeting, shooting range, gun store, gun show, or outdoor sports store and ask around. Primers and powder are much cheaper to buy locally when you're only buying 1 lb at a time. A pound of powder will cost you somewhere around $17-$25. If you ship it through the mail, then they add a $25 hazardous material fee. I think you can add well enough to see what happens.
Order bullets from
Missouri Bullets as a starter. Order something middle of the road, such as 124-125gr in 9mm. They'll be tons of loading info on that weight range. THR users get a discount from Missouri, so do a search on "Missouri discount".
On powder, stick with something common like
Winchester 231 or
Hodgdon HP-38, which use the exact same load data. You can get
trusted load data from the Hodgdon web site. These are very common powders and very easy to find. Fairly clean and very accurate. You just can't go wrong starting there. As was said, you'll get about 1600 shots from a pound of powder, so you'll only need 1 can.
Besides after 1600 shots, your right arm may have fallen off.
Most important of all... advertise here and at the local gun club to have someone look over your shoulder for the first couple of times.
You need a local buddy in this hobby. Someone you can call, someone to swap with, someone to alert you to good local deals, someone to bounce ideas off of, someone to split powder orders with. You see how it is, over half this thread is an argument over brand loyalty and not really helping you with your questions. A buddy gives you a single trusted point of contact.
Watch where you step! Reloaders are everywhere!