A saucepan full of extremely fine sand, a casting thermometer, and gas burner works great, tried it the other day. Stir and heat the sand slowly until it's a uniform temperature (I put a Skil saw blade across the top to keep heat in and drilled a small hole through it for the thermometer). Poke your cases into the sand through the hole in the middle and hold until the base just starts to feel warm. Count each dunk, then toss in a bucket of water to stop the heat from reaching the case head. Very repeatable and the temperature is very controllable with this method. If you just want to do a faint "draw" rather than a full anneal, this is the way to go. Lots cheaper and slower than that super-neat and very spendy rig Rick uses.
Lead Pot is the one I got the idea from, he uses a small dipper furnace to heat his sand, which would be much more convenient for controlling the temperature than a saucepan, but I used what I had.