To answer your questions about which dies are better, I'll point you to a thread I started a while back. You'll find the most relevant answers to you towards the end of the thread: http://68forums.com/forums/showthread.php?t=21619
As for shellholders, be careful, as all are not interchangeable between brands as you mentioned. Find out what loading press your friend is using, and buy the holders of the same brand. Dies are another story, as nowadays most popular brand of dies have the same thread. Not knowing what your friend's press is, I would double check, at the off chance of him owning something different. Find out what it is, and post it here, and I'm sure someone here will chime in on this.
SSA brass is the most popular brand of brass here with the better specs (smaller primer pocket), so you have to buy the proper primer for it regardless of brand. I'll leave bullet recommendations for someone else, as I'm not an expert on this.
Finally, if you buy powder and primer on the internet, you will incur an additional $20-$25 hazmat fee, so you might want to try finding both locally once you decide on brands, especially that you will be starting small, meaning that you might want to buy only a 1 pound can of powder, and a couple hundred primers.