Hi planoracer,
Good choice of caliber in the .41 Mag! I started reloading these last years after getting a .41 too. The cost of commercial was just too much. You can set up to load small batches pretty cheap if you want it just takes more time. I got the Lee hand press which has been great and is very inexpensive. You focus on one task at a time, which is better for safety while learning, and just plug away step by step. I've upgraded to a Redding turret now but will certainly be keeping the Lee around.
For what it's worth, I have yet to find a round that was a dog in any of my 41's, and get good accuracy even with some very light loads. Have fun!