Tire shop in family, start grubbing up wheel weights NOW. Stock up on as many as you can lay your hands on. Even if you decided not to pour bullets you can sell the alloy later on.
For the calibers mentioned, yes as was pointed out you can pour up bullets for them all. The handgun calibers will be pretty easily done, the rifles are a bit more in depth but doable.
Basic tools needed are
A heat source, some use a Colman camp stove, some use a turkey or fish fryer type propane burner. Myself I use the latter, and the stand will hold up to around 100# of alloy, which is usually plenty to keep me busy for a while.
A good sized SS, steel, or cast iron pot for a dedicated smelting pot to render your raw wheel weights into fluxed ingot alloy. Use sawdust for fluxing, and stir it in really good while doing so and you will find it works perfectly. Just toss in a handful, wait till it burns over to black or light it up and burn it off using a long match or piece of stick.
A few hand tools like a soup ladle to pour your ingots with, possibly even bullets but the actual pouring ladles work better. A big soup spoon to scrape the sides of your pot and skim the top of your smelted alloy with after fluxing. I added in a nice mesh screen strainer to remove the clips with. I don't have a clue where I got it or I would throw out the name.
Something to pour ingots into. Some use steel muffin pans, some use cast iron bread molds, some simply use cut off cans. As long as you can pour the hot lead into it without melting it, and dump the ingot out of it it will work. Lots of folks use angle iron molds they build themselves. Several pieces of 1 1/2" or 2" cut 6-8" long, with a piece of flat bar welded to each of the ends works great.
A single, double, or more cavity mold in the caliber and style of your choice, and your in business.
Other things you might want to add, a roll of 95-5 solder, to sweeten up your alloy with and give better fill out.
A casting thermometer to monitor your alloy while smelting and pouring bullets. Its a good idea to keep your smelt below 700 to avoid melting in the zinc weights.