I love reloading for shotguns.
You'll need some stuff though. And myself, I prefer 2 3/4" Remington hulls. Remington STS if you can find them because they're my favorite hull and you can usually get them at walmart for about $5 or $6 a box of 25. You can load them really hot and reload them many many times over. It's not unheard of getting about 1500 fps out of them and are a lot less punishing to the shoulder too than 3 inchers.
The only real thing you gain with the 3 inch shell is more payload room for pellets and shot or whatever you're shooting.
You'll need at minimum,
209 Shotshell Primers
There are a lot of powders you can use, I personally like Longshot and Titegroup powders because I also use them in many handgun loads. And those two powders you can load either low brass or high brass pressures depending on what you're going after.
Wads
For high brass pressures with the longshot powder and Remington hulls, I like Hornady Versalite wad or the generic equivelant is the Downrange brand DRV wad.
Or for low brass pressures with the Remington STS, find the Remington brand Figure 8 wads and titegroup powder. The Rem fig. 8's are pretty inexpensive too and match factory loads.
You don't necessarily have to have a loading press, but there are 2 main kinds if you want to make your life easier so you don't have to rig up a rod to deprime with. Mec brand, which are good, but they're expensive. And the Lee Load-all is about $50'ish and you can buy 16 and 20 gauge stuff for them really inexpensively too. I use the Lee myself.
You can find a lot of reloading data at:
http://www.hodgdonreloading.com/data/shotgun And other places online.
You'll also need an inexpensive powder scale to doublecheck how much powder you're throwing. Like this, or something similar.
http://www.gandermountain.com/modpe...S-1500-Grain-Electronic-Scale&i=866396&r=view