As to what should you get. I would recommend starting with a good single stage reloading kit from Lee, RCBS, or Lyman. They can be purchased over the internet for a resonable price of $80 to $150.
You will want to add a bunch of stuff to the kit depending on the kit you purchase like some dies (Lee or RCBS with shell holder), case trimmer (Lee), hand deburing tool (Lee), impact bullet puller (Frankfort arsenal), calipers (any metalic one can even get at Sears). This will get you started.
Soon you will want more reloading blocks, a hand primer (Lee with shell holders), a powder measure, spray resizing case lube, and a never ending list of other things to play with.
As to is it worth it. That is hard to answer. I didn't start reloading to save any money. What I found was that I did a lot more shooting as I was wanting to work up loads and try different bullets in my firearms. I liked it as a hobby, since it was something I wanted to do as a teenager, but never had the time or opportunity to until a few years back when I became my youngest son left for college.
Most ammo I can purchase at a lower cost. I have reloaded 7.62x39, 30-30, 30-06, 7.62x54R, 32 ACP, 9mm Luger, 38 Special, 357 Mag.
The only reason to reload 7.62x39, 7.62x54R, 32 ACP, 9mm Luger, 38 Special or 357 Mag is to have a really special bullets or specialty loads of some form. Otherwise at gun shows I can get them as cheap or cheaper than I can reload, if you include my time. Between what Wolff, S&B and others price their ammo at, it is hard to beat some of these. I can also buy in bulk reloaded 9mm, 38 Special and 357 Mag at the local gun shows at very cheap prices for decent ammo.
My best reason for handloading is that I like to do some cast bullet reduced rifle loads and some handgun high powered hunting loads. Another reason is that you can improve accuracy of rifles and some handguns by handloading special rounds. While most factory ammo is "hunting" accurate at 100 yards, handloaded ammo can be huntng accurate to 200 yards in most cases.
In summary what do you need? A good kit and a few extras for around $150.
Is it worth it? If you are looking for a hobby or want to push yourself to shoot a lot more.