NuffDaddy,
There is a Gander Mountain in Saginaw and a Cabelas just opened there. There is also Dick Williams gun shop south of Saginaw. They all carry primers, powder, shot, and wads for reloading.
Check out this website:
http://www.alliantpowder.com/There you will find an on line reloader's guide.
Also, the Lee Load All that you are purchasing will come with information to get you started. Using a resource like the Alliant Reloader's Guide, pick a hull, a load and powder.
I would recommend against purchasing powder from an on line source. The haz-mat charges are the additional charges for the transportation of hazardous materials. As you have learned, they will beat you up.
Start small and learn (carefully) as you go. At this point, you should follow all recipes exactly as they are published by a reputable source.
After you know what you need for the loads you want, watch for the big state trap shoots at Mason. The first one is usually near the last weekend in April. Vendors will be there that sell components in bulk at very good prices. It will be worth your time and travel to go there to purchase shot alone.