Brad,
Go to
www.rceco.com and click on"Commercial Equipment" and take a look at the HydraSwage press and available die sets. You will need the RBT (long range) I believe. You can also get the jacket making kit for .050 or .065" walled jackets. Also back click to RCEs home page and click on New Products to see 2 other less fancy presses to do the same job (you will definitely need hydraulic power). FOB prices are shown: what is not shown is the amount of waiting time involved and shipping costs.
Other items you will need is lead and copper or brass tubing. For lead you can make or buy lead wire or cores. For tubing you can buy ready made tube bullet size billets or otherwise find your own source of tubing as swaging tool makers only carry .030" walled tubes these days. Prices for these options are about:
lead wire: $2/lb + shipping , plus core cutter (about $50)
lead cores: about $2.50/lb + shipping
Make your own wires or cores: about .30 cents/ lb after you buy a wire making set ($395) and core cutter. To cast your own cores you will need a mold (about $80) and lead melting furnace ($150 +/-).
Copper jackets in .050 or .065 will run about 20 cents each from a maker who is now tooling up to produce them. And, yes, you can order them in the lengths you need, up to 1.3" I think, so that answers your question about making different weight .375cal bullets. Tubing is very expensive right now, but it comes in 6' lengths at about $1.75/ft. You will need a saw to cut it to billet lengths and something to trim/bevel the edges.
Then you need swaging lubrication that you can make yourself for about $7/lb. A pound goes a LONG way.
These are the majority of the tools and supplies you will need, and their approximate costs. In most cases they will take time and some effort to acquire. On the otherhand, if you would be satisfied with a flat base .375cal bullet having .065" walls( to be able to withstand 3,400fps) I know someone who is about ready to make some. Too, if you pay for him to get a RBT add on die set ( about $225) he would be able to sell you what you want (I think) as soon as he gets his Type 6 FFL. ( you can make bullets all day long for yourself, but it's the law that sales require a blessing from the ATF). If you are interested in this arrangement send me a PM