Mark, I finally got my SX3 (and a new AL320G lathe) into the shed today and before I got home from dropping off the engine hoist I hired, we had a blackout at about 1:00. It is 9:00pm and we still have no power. Anyway, got the gennie running and wireless Internet so my wife is watching TV and I am on the net using my iPad!
My Honda eu20i runs the Seig SX3 but won't start the lathe motor!
I really did not use the mill on my 3-in-1 much and am still accumulating mill tooling but I think you need to get:
a clamping set with M10 threads
A set of ER 32 collets and MT3 chuck with M12 drawbar thread (and a way of storing them where they are accessible) Ystool or CTC
A set of end mills. I got mine from Grays on line and they sent me imperial, not the metric I ordered so I have a small metric set as well.
A set of parallels. Mine are from Ozmetoolstore on eBay
A milling vice. I have a 4" Vertex from H&F and it is a good size for the Seig
A face mill ( still to get)
A boring head (still to get)
A slitting saw arbour and blades (still to get)
A set of angle blocks (still to get)
Set of reamers, don't get adjustable ones. Mine are from Harry in the UK
Edge finder
A keyless chuck
And you have to get a plunge dial indicator with 10mm travel and magnetic stand. Don't get the cheap kit, spend a bit more or you will buy it again. I recently spent $70 on one (dial only) and it leaves my cheap one for dead! . You also need to get one of the lever types with 1 mm travel which I got from ystool
eBay is your friend, Ystool, Harry in the UK, osmetoolstore, and my recent one is ctc tools web site.
The other things on my wish list are:
transfer punches McJing tools in Australia.
Transfer screws, little machine shop US.
If you buy wisely, you should be pretty well set up for $800 I think. Get the basics, maintain a wish list and tick items off the list as you find them for a good price.