The copper tube idea has already been done. I ues a sea girt press
http://rceco.com/MN.asp?pg=Seapress I had a problem with the off the shelf material, what worked for water piping didn't work so good for bullet jackets. It ends up being to thick.
I use spent 22 long rifle for making .223 bullets. In that you have to be careful which brand/load you use. The ones designed for average loads tend to be a bit thin.
Cobin linked below:
http://www.corbins.com/fjfb-3.htmHas some very good information.
What i experienced with the copper tubing specifically was if your buying it down at lowes/homedepot ect the average grain structure and chemical breakdown is all over the map, which leads to a host of annealing and or hardness problems. It works great for it's intended purpose to run water through it, but if your going to be making bullets you need to order material to a standard in bulk with associated test results.
http://www.astm.org/Standards/B130.htm B130 materials is a good standard, and the material ordered to it makes excellent bullets. Just remember it's not cost effective to order small quanities.
Regards,
Gerald