You need a shotshell reloading press. Probably the most popular shotgun press out there is the
MEC 600 Jr. They can be had for roughly $200 at most retailers.
As for is it worth it, it depends on what you're reloading. The last time I checked, lead shot was running close to $50 for 25 lbs. Powder is going to cost you $25/lb or more, and primers will run you $35+ per 1000.
If you're loading target shells (1 to 1 1/8 oz), it's going to cost you roughly $5.75/box to load your own - assuming you already have a source for spent hulls. Compared to Federal Top Guns and Remington Gun Clubs, you're not saving much, if anything over retail prices, and you'll be losing money compared to sale prices. Compared to premium target shells (Winchester AA, Federal Gold Medal), you can save up to $4-5/box over standard retail prices.
Where the big savings come in when rolling your own are if you're loading high power (pheasant) loads, or sub-gauges (28 ga / .410).
EDIT:I forgot to factor in the cost of the wads. That's another $7/250, or another $0.70 per box, bringing your cost up to roughly $6.50/box.
DNR Certified Firearms Safety Instructor
NRA Certified Range Safety Officer
NRA Certified Instructor - Pistol, Rifle, and Shotgun
NRA Endowment Life Member
MN Gun Owners Caucus Life Member
Member
Post 435 Gun Club