It' really as expensive as you waant it to be. I hardly use my press for slugs. It's different than shot. A roll crimper which is light years ahead of a standard fold crimp, costs $25.00.
You can get by with a set of dippers but I suggest a scale also.
A priming tool or if your cheap, a dowel and primers, Wads (if your load calls for them, gas seals otherwise), slugs and powder...and your ready to roll.
I disagree that penetration isn't great. Depends on the load and slug. Solid brass slugs at 2000 fps will shoot through any North American animal in existence.