[RC-Monster Mike]

I would steer clear of the HF and similar chinese baby mills - some folks have worked on them enough to make them do OK work, but they are shoddy at best. In the small mill class, the Taig is probably the best bang for the buck - it has a small work envelope and requires frequent adjustment if you do any kind of volume, but for one-offs and prototype work, it flat out beats anything in the price range for accuracy and part quality in stock form - I have owned a re-worked Chinese based mill and a Taig(still own it, though I no longer use it) and the Taig is better without question, though it has its limitations for sure. You can find a new 4 axis cnc Taig on ebay for less than $2k, too - I wouldn't bother with the DSLS system in the Taig. A decent stepper system will work just fine.
That said, if you have a decent shop and some space, bigger is better - I can't ever remember thinking "I wish I had a smaller, less capable machine"! If you are budget restricted, get a taig and get your feet wet - there is a bit of a learning curve with cnc, so keeping the cost down until you get the hang of it(or give up altogether) can be a good thing.