Definitely dial or digital calipers - I was given a set of Harbor Freight Digitals and they have held up for 5 or 6 years now or more. There are definitely nicer ones out there, but these things cost less than most dials ($10 on sale right now) and are definitely good enough. I have both dial and digital and pick up the digitals every time:
http://www.harborfreight.com/6-inch-digital-caliper-47257.html
Scale - RCBS or Lyman balance beam are fine. Digitals are nice but not any more accurate, just faster. If you are going to mainly load one "recipe" and won't be changing your charge a lot, a digital is definitely not necessary as it won't be used that often. They are nice though for weighing bullets, charges, cases, whatever. I don't know if one digital is better than any others. I found one not made by a reloading company that claims to be more accurate than all of the other ones I have seen for about $70 I think but have no experience with it. I will try to find a link.
Bullet puller - Any will work. You'll need one eventually, but you can just put culled rounds to the side and get one later if you want. I've had a cheapo Frankford Arsenal from Midway for years and it has held up. The "speed collet" Midway sells is a nice option.
Tumbler and media- I think you'll want one. My experience is with a cheapo Frankford Arsenal that I have had since I started reloading and a big daddy Dillon I was fortunate enough to win. Both work fine. The Dillon holds a lot more brass, but is also more likely to have some media shake out if run with the top off. (I know, you aren't supposed to run it with the top off, but I usually remove the top and turn it on for a few seconds to get a look at the brass before removing it).
Case gauges - For each caliber you shoot. I like the L.E. Wilson from Midway (and the form Midway brand). The only downside is they are not stainless and can rust so you have to take care of them. They are tighter than Dillon's gauges and in my experience if a round drops into them, it will go in your barrel unless your chamber is out of spec. Even some cases that fail the gauge will shoot ok. I just put all the failures in a practice pile.
I will disagree with 'Neck and say you don't need a hand primer. The Dillon priming system will take care of you. I've been loading pistol ammo for 10 years and never needed or wanted one.
Primer flip tray - any brand, only costs a couple of bucks. The Midway "Vibra-Prime" works pretty well for speeding things up but definitely not necessary. Depending on how many primer tubes you have, you may want to pick up a couple of extras.
The manuals and a "mentor" are good advice.
Take it slow at first and pay attention to what the press is doing. Being smooth is important, too. You'll be fine starting on a Dillon. It is most important to be careful when you are getting things set up (adjusting OAL, powder charge, crimp, etc.) and if there is a problem during loading (crushed case, run out of components, misfed primer, etc). While loading normally, the press does most of the work and all you have to do is keep watch to make sure it is all going alright. I like to look into every case, and you can do this as you are setting the bullet. This way you can visually check for too much or to little (or no) powder.
Good luck, and let us know if can provide any long distance guidance.
