I did forget to mention that there is both large and small pistol primers and two sizes of shotgun primers also.
To make things a little more interesting, almost ALL European ammo has Berdan primers. That means that there are two mall holes in the primer area instead of one large hole as in USA Boxer primed brass. It is not possible to use conventional primers in this brass . BTW you will break your depriming pin if you try to punch out the primer in this type of brass. However, if you are using USA brass you won't have this problem.
On the subject of the brass. It is true, almost all military primers are crimped in. This prevents them from being dislodged during rough handling. The bullets are typically crimped in as well.
Rule 308 is right, you have to remove the primer crimp before putting in new primers. Of course, if these brass were already prepared, you may not have to do this.
Remember, you will need to resize case and check its OAL to make sure it is not too long. Brass tends to strech when fired, especially from SA or FA weapons. You can check most loading books for nominal ranges of brass length. There are also guages that make this very easy. If it is too long, it will need to be trimmed. I like the RCBS tool, but there are others out there as well.
I personally like IMR powders, as they are cheap and plentiful, but it is clearly a matter of preferance as ball powder works quite well. I use IMR because I think it is a little cleaner burning than ball IMHO.
Make sure you get yourself a very good set of loading data books. I have the Speer book which is quite good, but there are others that are just as good.
You will need a good powder measure and a scale. Never realy on the measuring scale on the powder measure alone. Also check it against the scale several times during the loading sequence to make sue it is consistant.
Also remember don't deviate to much from acceptable loading data. There is a wide disparity in the burning times of the powders and this can alter acceptable breech pressure considerably. However, most IMR powders are quite slow in their buring times so as long as you are prudent with your technique, you should be ok.
Reloading has a small, but measurable risk associated with it. I personally destroyed a Mini 14(stainless) because I pushed the limits, and did not recheck my powder measure. Other then eating a little walnut, no one was seriously hury. But it was a lesson learned.