You don't have to have a separate depriving die. I have a simple universal depriving die, though, and if you can afford one, it makes things easier if you're loading more than one chambering. But it's not a must have.
I like Hornady dies, but have used Hornady, RCBS, Lyman, Redding, and Lee. Read about the features and decide what you loke, among what you can find/afford. Don't forget a shellholder.
You'll want to think about a neck sizing die at some point. I like Hornady again because it's not cartridge-specific. I can use the .308cal neck die I have for all my .308cal rounds. Again, not a requirement, but nice to have.