Excellent advice Wolfman.
The one piece of advice I haven't noticed (or missed

) that may seem like common sense but bears repeating: DON'T pour from a powder horn/flask straight into your barrel. If there's an ember in the barrel that sets off the flask, congratulations, you're now holding a hand grenade in your hand!

Depending on the construction of the container, it can be pretty messy. I've seen the aftermath of a thin-walled horn blowing up at someones side. Lots of severe burns.

One local store that has a surprisingly good selection of muzzleloading supplies is BiMart. You can get an adjustable powder measure there real reasonable. They also carry balls/bullets, solvents, lubes, patches, the whole enchilada.
As to the caps falling off, you can get different sized nipples, and different brands may also be slightly different sized. Ditto for the caps, and they also make different sizes of them as well. The one you see most in stores is CCI's #11. If those are falling off, you can try a #10; CCI and Remington both make them:
http://www.dixiegunworks.com/advanced_search_result.php?s=1&keywords=percussi...Oh, and for those not into muzzleloading, when Wolfman was talking about bore butter, it's not the stuff you put on your toast.

It is actually food grade though; it's basically a vegetable based grease.