Hey John,
I just got this exact same milling machine in last week. I bought mine
on ebay for $480 shipped. Cummins comes through town about once a year
and if they had one for $250, I would have snatched it up. That was a
great deal. I buy all of my accessories from www.shars.com. They have
pretty good prices. They are on ebay as discount_machine.
Here is the link to their sales:

http://search.ebay.com/_W0QQsassZdis...QfsooZ1QQrdZ0?

They have a 11 pc 1/8-3/4" collet set with a buy in now price of
$38.00. I just ordered from them again and spent about $250 with them.
I got end mills, a clamp set, the aforementioned collet set, a machine
vise and some other stuff coming. I'm hoping it will be here this week.
I want to play with my machine!
Mike