To be honest you're pretty much better off buying it loaded. There's little gain loading your own. Trick is to wait and buy it on sale from the good places and never let anyone else have your money . I get Federal premium 3.5"s for 13/box, 3.5" Remington nitros for 14/box, 3" non premiums for 10, 2 3/4" non premiums for 6 a box.
http://www.ballisticproducts.com/ I wanna say that this is the site you want. They'll even have the wads you need, which most places don't seem to for steel. Mebbe somebody else will know more about good spots for steel loading supplies.
Holy fuck I just checked MidwayUSA and Natchez and lead is going for $45-50/25lbs. Huge jump since last year. I'm down to 100lbs of lead 7 1/2shot and i think my grandpa has about 200lbs. I check craigslist regularly in hopes that someone is selling off all of their shit and I can keep components and sell the presses and make out ok.
I bought a couple cases of 12g 3.5"s Winchester Hi-velocity for $12.50. Just checked and I've got a decent amount of shotgun ammo stocked up but wouldn't mind more. Should see what my grandpa has and start pilfering from him, as he doesn't hunt ducks as much as he used to.
Thanks for the link, I'll check it out. Guessin by prices I'll load up using the rest of the shot I've got on hand and stick with buying shells after that.