I haven't shot a FCP in 338. I imagine it's not going to be a set up that you will enjoy shooting 50+ rounds out of at a time. Personally if I ever get a 338 id get a platform that has a little more weight to it for recoil absorption.
I'd like to get a 458 SOCOM some day. But up here in Michigan neither the 458 or 338 serves me much practical use.
Like Mike said, you can't go wrong with a RCBS Rockchucker.
For a powder thrower, pick what you can find on sale. They are all pretty much the same design and concept, just a different color. I started out using a Hornady LNL like Mike has and it served me well until I got a Chargemaster.
You can get into basic reloading for relatively cheap. It's the small things that make the process more productive that can get costly.