I would need more information, before I make any recommendations. How many are you going to load in a years time? Is the 40 the only case you will ever load? How much room do you have to work with? If you need to put every thing into a closet and pull it out to load or do you have a bench to load on? By knowing more of what you have in mind and in the future I can make a good recommendation. Not knowing all of that, I would recommend starting with a "kit" and a set of dies for your case. Make sure you have at least one loading manual, more is better. Just about all of the major press manufacturers have a kit. Lee being the cheapest and then working your way up. I do not care for Lee a whole lot, but there are folks that swear by them. If you are not going to load very much, I think they would suffice. I also think you will regret it, if you start loading very much. If you are only going to load a few a year, I would not recommend reloading at all. If you are going to shoot 1000 rounds a year, then I think a good single stage press would work just fine. If you are going to shoot 1000+ every month, then a progressive is the way to go. For handgun brass, I do not get excited about whose I use as long as it is a major manufacturer. Winchester, Remington, Hornady, etc. I like to buy all the same kind or keep them in lots of 50 or 100 of different kinds.
Good Luck and Good Shooting