gunner, we have a special "explosives" branch in Canada, that has taken it upon itself to enforce the letter of the law. Most surplus ammunition and many commercial loadings are only allowed into the country, after much red tape and expensive testing, not to mention, a complete list of all the componenents and their coumpound make up.
Hand loading cartridges from Privi or S&B, is a good way to go. It's usually cheaper, to buy the first round loaded, then hand load the cases thereafter. Buying bullets, powder and primers in bulk, can be cheaper but not always. Cases, if not loaded to maximum pressures, will virtually last forever. I have cases with over 40 reloads on them. Again, moderation at the powder measure is the key. Usually, the lighter loads, are more accurate anyway.
It is pretty easy to figure out how many reloads it will take to pay for your set up. You may also have space limitation issues but there are some novel and innovative ways around that as well. In the end, if you are happy, shooting 20 rounds a month, getting into hand loading is not really worth it. Usually, there is someone around, that will load for you. Don't forget about cast bullets, they can be a very cheap alternative.
One other thing to consider, in Europe, Berdan primers are readily available and relatively cheap. In Canada, they are like finding hens teeth and very expensive. With the availability of Berdan primers, even the steel cased stuff, can be reloaded. Don't forget about cast lead bullets either. They can provide a much cheaper alternative and are very friendly to your rifles.