Unless you are going to do the very lightest work then forget about cross-slide vices and pillar drills - the bearings and quills in pillar drills are not designed for side loads and are nowhere near rigid enough.
The easiest route into CNC milling ( for tough metals rather than CNC routing for woods and plastics ) is to buy an old Bridgeport mill and convert it yourself. The Bridgeport is so popular that there are companies offering bolt-on kits for them. You need a computer to drive it, most people use a standard desktop or laptop PC rather than a Mac.
You will need several pieces of software, first in the line is a CAD program to actually design your piece. There are many CAD programs out there, some much better than others, fortunately one of the very best ( Autodesk Inventor Pro) is available free for 3 years if you are a student or mentor, or simply a hobbyist. Yep - the whole "Pro" package, retails at £20k, is free for you to use for 3 years.
http://www.autodesk.com/education/free-s...ofessional
This is one of the best pieces of software you can get at any price - it's that good.
So, once you've designed your piece you need to convert the drawing into instructions that a CNC machine can understand, you need to generate "G-Code" with a CAM program. Most systems require you to open your saved CAD file with the CAM program, then define which tools you want to use, set feeds and speeds, save the file as a different type ( usually with a .nc or .anc suffix ). Your third piece of software reads the G-Code and interprets it into motor movements signals that your CNC machine can understand. There are thousands of different CNC machines, so the final output has to match your precise machine. There are several programs doing this last stage, the most popular for home use is Mach3, closely followed by LinuxCNC.
If you have downloaded the free Inventor software, you'll find that you also get the excellent free 360 CAM software, but you'll still need Mach3 or similar to actually drive the motors on your machine. It's not expensive - £105 when I bought mine.
I mentioned the Bridgeport mill because it's so popular, but that doesn't mean it's the best at any particular job, it's popular because it can do a lot of things quite well. If you see yourself doing heavy machining there are more rigid machines that are generally cheaper because of their weight and size, mine is a Gorton from 1939, imported to the UK from US in wartime and still running as sweetly as ever - very strong machine but not as versatile as the Bridgeport.
If you want to mill steel then remember that strength and rigidity are King, you simply won't get good results from one of the many aluminium bolt-together machines that are for sale - most of them are a toy. If it isn't made from cast iron forget it, and even then get the one with the biggest cast iron frame you can.
Don't be fooled into thinking that you can use a light duty machine and simply take tiny cuts, it doesn't work like that, the cutting edge needs to be forced into the steel, taking tiny cuts lets the cutting edge slide over the surface and bends the tool until there is enough tension for it to dig in, this wrecks the tool and the surface finish.
If you are happy to make things from aluminium then a lighter machine will be OK, even the gantry routers can do a reasonable job on aluminium alloys.
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