As has been said, get a reloading manual or five. You will need at least one (I recommend Lyman or Speer if you're only going to have one). As for the "Smack it with a hammer" type Lee Loader, I've never used one, but my dad did when he first started reloading forever ago. It doesn't sound fun to me. I'd recommend a Lee hand press and a set of Lee carbide dies (deluxe edition if you can afford them since they come with the Factory Crimp Die, though you can crimp with the seating die in the regular set) for starting on the cheap.
2400 is my absolute most favorite powder for the .357 Magnum. Sure, you can get more velocity from Lil'Gun or H110/WW296, but I just like the way 2400 shoots. I use a max (or near max, anyway) load of 2400 with a 158 grain JHP for my full power load, and I'd use the same load if I shot 158 grain gas checked lead bullets.
I've used Lil'Gun in .357 Magnum. For bullets under 158 grains (like the 140 grain JHPs and 146 grain JHP-SWCs), I really hate it. Once you hit 158 grain bullets in the .357 Mag, Lil-Gun really starts to come into its own (as it also does in .44 Magnum and "Ruger, Freedom Arms, and T/C Only!" .45 Colt +P loads).
For non-gas checked lead bullets, I always seem to come back to Unique (.38 Special, .357 Magnum, .44 Special, .45 ACP, .45 Colt), though I've found Ramshot's Zip to work really well for 158 grain LSWCs in the .357 Magnum.