When I was a child I bought a .303 and rounds were not cheap.
<snip>
To those that were curious. No, I don't and wont load my own rounds (at least until I get more familiar and invested in firearms) yet.
Commercial .303 rounds, in Australia at least, are stupid expensive. works out at ~AUD$1- every time you pull the trigger. that's almost 12ga shotty costs

handloading is highly recommended, not only for cost savings, but also handloads tend to be more accurate than factory loads.
once you've got the press and die, it gets very cheap, very fast.
going for a .22 first up is a very, very wise move. it's a pretty underrated calibre. i've taken pigs with a single .22 round in the past (granted, it needs to be a damn good shot and overall, i wouldn't really recomend it. but it is possible)