No, not all hulls are the same ....many of them, especially the lower end promotional shells are very difficult to reload...or require special components especially in terms of the "wad" required.
The most durable hull for 12ga and 20ga is the Remington STS(dark green in 12ga) or Remington Nitro hull ( gold in 12ga) - STS hulls in 20ga are yellow. There is a wide variety of components suitable to loading those hulls. If you want to reload 12ga or 20ga...I'd suggest you find a supply - or just shoot STS hulls and keep them.
Winchester hulls, these days, present all kinds of issues - and there are so many derivations of them ( from Wal Mart, etc ) that most anyone that loads shotshells in 12 and 20ga has quit reloading winchester hulls in the last 10 yrs or so. Win HS hulls require special components and have all kinds of durability and reliability issues ..and I won't fool with them at all.
There are guys that will reload almost any hull...Rio, Estate, etc...but what you'll find is there are small differences in the overall length and how they crimp ...so most of us use Rio, Estate, promotional Wal Mart Winchesters, etc as throw aways when we don't want to keep our hulls.
Since each hull requires different wads...its much easier to just go with one hull per gague. When you adjust your press for an optimum crimp ...its a pain in the butt to go back and forth to different hulls.
In 12ga....90+ % of the guys I know that reload use Remington STS hulls, Hodgdon Clays powder...and the wad varies by how much shot you want ( 1 1/8 oz, vs 1 oz, vs 7/8 oz, vs 3/4 oz...you have to change wads...and amount and sometime type of powder).
Shotshell primers are not universally changeable ....you have to find a recipe for Winchster 209 primers, vs CCI 209 primers, etc....you can't just swap one for the other.
MEC is by far the most wide used press for shotshells. Shotshell presses are gague specific - so you'll need a different press for each gague.