1) Nope. Goex black powder may be a bit cheaper per pound, but you'll be using an entire case full. I send at least a full pound of black powder down range at every cowboy match I attend, when you add up all the loads. That would be cut to one fifth of a pound if I was using smokeless powder loads that were the same velocity. Some folks use fillers (caulk backer rod, corn meal, etc.), but that's more to cut recoil, rather than price.
2)None. You don't need drop tubes or any of that business for cowboy action loads. Most folks say you shouldn't run black powder through your regular plastic measure, because of concerns that static could ignite the powder. I've seen several tests that dispute this, but you may want to buy a non-sparking powder measure, just to be safe. I scoop all my black powder loads, so it's a moot point for me.
3)The Black Powder Loading Manual, by Sam Fadala, gives lots of loads and tips. You can also do what I do. Load enough black powder into your case so that it's slightly compressed when you seat the bullet. LEAVE NO AIR SPACE IN THE CASE WHEN LOADING BLACK POWDER. Use a bullet that carries lots of lube, and make sure that the lube is a soft, animal or vegetable fat based lube. I use beeswax and crisco, with a little canola. I'd recommend the Snakebite Greasewagon bullet, which holds enough lube to keep your guns running trouble free through a two or three day match with no cleaning. You can often find them on ebay, or buy a mould from Dick Dastardly.
Have fun!
Edited to put correct bullet name in. Thanks, Goatlips! Would you believe I was looking at DD's list of mould offerings, even as I typed the wrong dang one? Cripes, I'm way too young for senior moments, I thought. My only excuse is that I have trouble remembering that bullets exist in diameters less than .40". :oops: