Note, I load about 5K 38 SPL's a month or so. Both reload and new brass. In years past, was on a 750, now on a Mark 7.
1st: Powder, you are now in the world of the volumetric powder measure. You need to consider metering in your powder choice. Probably the top number one powder for loading 38 SPL on a progressive is AA2 (Or Shooter's World Clean Shot which is ***very** close). Meter's like water, and a great 38 Powder. Bullseye, Unique, and many of the classic old school powders....meter like gravel through a banana. There are lots of choices out there, but before buying, research "will powder blahblah meter in a dillon powder measure" or ask on here. This is especially important with 38, as you'll be throwing small charges...a powder that doesn't meter will have a HUGE variation when you're talking a 4 or 5 grain charge.
2nd: Projectiles. You can buy the same MBC coated bullets you're used to, and they are great great bullets. 38 SPL is fine with plated bullets, with a light roll crimp, and in light loads. Xtreme and Berry's both work. Zero jacketed bullets are also a great low cost plinker or even the 110 and 125 JHP's for defense. They have a wide variety in 38, including classic 130 FMJ. Zero bullets are so cheap, they can be affordable plinkers as well as defense. I prefer the MBC or similar coated bullets myself. In this day and age, lubed are for purists and people dedicated to the art of casting and old school methods, no reason to use them with the modern coatings available today, and they can be a hot mess in a progressive. DEWC/HBWC...personal preference. Berry's makes a nice plated HBWC that works real well in 38 SPL. Some people say the HBWC obturate better, and are more accurate at lower velocities. I can't shoot well enough to tell;-)
3rd: Primers. Yes, CCI's are hard. You'll likely only ever have an issue if you're running them in one of the super light DAO revolvers, or a "cowboy" gun with a lightened hammer and spring, those will usually restrike if they don't go boom the first time. Federal Small Pistols are the most consistent in this regard, and the primer of choice for folks with these types of guns.