Congratulations! You're off to a good start. I wouldn't be happy with Lee dies, but that's just me, I don't like their ..esthetics..
Be advised that 2400 powder is just beginning to shine when you reach top end loads for your NEW Vaquero. And even then, its going to be noisy, dirty, and have a nice flash.
AVOID H110 /Win 296, these powders are erratic under certain levels and those levels are a bit higher than SAAMI .45 Colt loads. Even finding data for them (other than "Ruger Only" heavy loads, which are not suitable for the New Vaquero) is difficult.
Personally, I have found jacketed bullets to be a waste of money in anything less than the magnum level "Ruger Only" loads, and not a really needed thing, even then. .45 caliber slugs don't NEED to expand to do a great job, unlike smaller calibers, where expansion can be the difference between being ok, and being really good.
However, until it detracts significantly from penetration, expansion doesn't hurt anything, and if the cost is worth it to you, its fine with me.
For your gun, I would stick with medium burning rate pistol powders, and again, I recommend Unique if you can get it.
Pay close attention to your powder charging technique. The .45 Colt is a big case, and a powder that only takes 6-8gr for a full charge doesn't fill it up very much, and a double charge will wreck even a Ruger, and serious injury to the shooter is possible if that happens.
Putting all the charged cases in a loading block and looking at them in a GOOD LIGHT to see if powder levels in the cases are all approximately the same is the usual method. I do that, then set the bullet on the case, upside down.
Alternate is to weigh the charge, charge the case and then seat the bullet one round at a time. What ever method you use, as long as you can be sure to avoid a double charge, its all good.
If you are using a progressive press, I would recommend having things set up so you can easily SEE the powder level before seating the bullet. Even the best machines can screw up a bit, and a visual confirmation that things look "normal" is never a bad idea.
Enjoy shootin'! and ask any questions you want, odds are good someone here has an answer, and, it might even be right!