Hogfan, you don't have to lube the balls themselves, but over ball lube or wonder wads do the trick. You can punch the wads yourselves, see the sticky post titled- So you want a cap and ball revolver?
And with the lead, just buy yourself some soft lead, ebay, castboolits selling section and as well as others have decent prices on it.
Just for everyone's info, a powder inc loading press doesn't make loading hard balls easy, I've tried it. Maybe if you seated the ball with a brass rod while hitting it with a mallet you can load a hard ball easier.
Do you have any stick on wheel weights from your lot of wheel weights? Those will work for you