Hi, Two-Bits:
It depends. If you're pulling wadcutters or many semi-wadcutters, you've got little or nothing for a collet to grip. On the other hand, if you've got a light bullet and a long neck, like on a .222, or a cemented in bullet, you'll wear out your arm before you get much done. I'm speaking from personal experience here. I've pounded out a fair number of bullets with a Midway kinetic or Quinetics type without any explosions, but maybe I've been lucky.
A couple of tips. A shellholder holds a cartridge almost as well as the collets in the kinetic types. Handy if you've got an odd sized calibre. I've pulled .30 calibre bullets with a .35 calibre Hornady collet type, although I didn't get all of them. So you don't need every collet in the book. Seating the bullet a bit deeper usually breaks the cement, if it's used, and makes pulling easier.
There's a jaw type made by Forster as well. Use it like a collet in your press. Run the bullet up into it, the jaws lock on the bullet, and pull the case down. Fastest of all, but it chews on the bullet. Perfect for de-bulleting a 1000 rounds of mil-surp, but not if you're pulling $3 a piece super premium hunting bullets.
Bye
Jack