Andrew at Pro Fire, carries componets, is a Dillion dealer, and offers classes for those interested in learning how to do more than stuffing a bullet into brass.
He is located on the NW side of Indy.
Powders and primers you'll want to buy local or the evil hazmat fee will keel you, Plainfield Shooting Supply would be my suggestion. Brass, start picking it up now! For bullets try TJCONEVERA.COM
The Range at Atterbury General Information | Atterbury Shooting Complex has great pricing on powders! I priced Weidners and Powder Valley and found that Atterbury was only $5.oo more but I didn't have to pay the freight or haz mat fees. Call them up and see what they have before you make the drive. Their sister site is IN Gun Club Indiana Gun Club.