Yeah, that's annoying when you run out and it takes a few rounds before you realize it, been there, done that. That's why I made this:
It cost me about $7.00 for all the parts from Radio Shack. Basically, I used the fiberglass primer rod that came with my press, then added two wheel collars to trip the switch. The wheel collars are from my radio controlled airplane stuff, but anything would work really. Initially, I had only the micro switch wired to the buzzer so that the collars would trip the switch. It worked fine that way, but it would buzz the whole time I had the primer pickup tube in place to empty new primers into the holding tube. So, I then went back and wired in the little larger black switch on the bottom right of the unit. That acts as a master switch so I can turn off the battery power while filling up the holding tube with the pick up tube. Of course, the down side to doing that is that you have to remember to turn it back on.
I think my version 3.0 would have a time delay switch for the master switch. That is, it turns off the power for about 1 minute, long enough to fill the tube, and then after a minute, it defaults back to on.
The battery holder is a double AAA cell holder. The buzzer is plenty loud. I can hear it over my radio and case feeder. I just used thin double-stick foam tape to hold it to the outermost primer tube. The tape was also bought at Radio Shack. I don't have a list or receipt anymore, but feel free to print the picture and take it to the store with you. Heck, they might even help ya assemble it there!
One thing I like about the wheel collar thing-a-mabobs is that I can easily adjust their height on the fiberglass rod thus adjusting when it alarms. I currently have it set so that it alarms with one more primer left. That way I can take off the screw thing on my case feeder actuator and finish out the five cases on the turret. That way I don't leave any half way completed reloads, if that makes sense.