Guns: Hardcore Handloading
I'm not sure what the exact percentages are, but I don't think the number of people who reload ammunition is very high compared to the total number of gun owners. You can see it for yourself on store shelves - reloading equipment is sold in specialty stores or reserved for the largest of big-box retailers. The average gun shop doesn't stock the stuff.
Even within the rarefied world of handloading, though, there are more complicated tasks than simply assembling off-the-shelf components into a finished cartridge. Here are a couple that I need to learn one of these days:
The nationwide run on reloading components hit the bullet supply last, probably because bullets are much more expensive than primers or powder. People didn't start hoarding them until the ammo shortage was in full swing. Nowadays, though, bullets are getting harder to find, especially if you favor some popular bullet designs.
Enter bullet casting: melting down your own lead, pouring it into a mold, and turning out a finished bullet. This was once a fairly common practice, I assume (kids used to play with lead toy soldier kits, too), but now it's so rare that you'll probably have to buy your bullet casting tools online.
Here's an introduction to the process:
The biggest advantage of handloading is the ability to tailor a round to your firearm. It's fun to change bullets and powders in an all-out effort to improve accuracy and power. But some people go further - they modify the dimensions of the cartridge case itself. These are the wildcatters, and from their efforts (especially famous enthusiasts like Elmer Keith) the realms of cartridge performance are constantly being explored.
It's not for the beginner, since it requires both a method for substantially reshaping a cartridge case and a custom firearm to fire the cartridge. Additionally, the performance benefits of a necked-up case or shorter case length to a particular handload will probably be too subtle for anyone but a dedicated shooter to notice. Despite all that, I think it's the most control you can get over what you shoot sort of learning how to construct your own firearm from scratch.