Yes, a progressive will allow you to load ammo at a much faster rate than a single stage or turret press but it comes at a price.
First and foremost, you are performing multiple operations at multiple stations simultaneously- sizing, priming, powder charging, bullet seating, crimping, etc. This requires vigilance on your part to be sure that each operation is performed properly each and every time.
Setup time is increased. My personal progressive is a Dillon 550B and I have a toolhead for each die set and changeovers are quite easy but that is only the beginning. After a changeover, powder charges, bullet and primer seating, and crimping all need to be verified before going into full production.
Don't get me wrong; the Dillon is a fine machine and does its job very well, but I usually don't use it unless I'm going to load a large batch of identical loads. I didn't feel the need for a progressive until I started competing in pistol matches and my appetite for ammo went way up. Doing 1000+ rounds a month on a single stage got old real quick.
I still have my Rock Chucker and use it regularly for small batches or working up loads where a progressive would be cumbersome.