Well for budgetary reasons (mainly getting it past my accountant... but I married her so my problem) Amazon would be best; that is where I've been saving points. I'm open to any ideas...
The reason I ask is $3k would get you a fairly nice used lathe, or possibly a lathe and a mill. I have a 12x36 lathe and a 3/4 size Bridgeport clone and I have less than that into both.
Of course, these aren't my first machines and I had to be patient with cash on hand, and I had to be fairly confident I knew how to evaluate used machines. But, that's not a bad starting budget and you can find even new machines in that price point, just probably not anything worth buying on Amazon.
Yes, you do want a lathe first. If you haven't already download or buy a copy of South Bends "how to run a lathe" and read it. The reality is there are many things you can do on a lathe that you think you need a mill for, but not so much the opposite. You can learn the basics of materials, speeds & feeds, tool geometry, etc. which will all be needed as you progress.
Not saying you "should" buy anything in particular but here's an offer on Craigslist that would be of interest to me if I were getting started.
Grizzly Vertical Milling Machine w/base, power feed table, R8 spindle, DRO, 10-12" Rotary Table (Model G3103), Grizzly Metal Lathe w/base (Model G9972Z), Grizzly Metal Cutting Band Saw (Model...
dallas.craigslist.org
Here's another in Dallas that might make a good starter machine for half your proposed budget
Clausing brand Lathe and assorted tools. $1,500 o.b.o. Owner used this for machining and possibly turning wood. Heavy duty. Approximate size dimensions in photos. Located near Skillman and...
dallas.craigslist.org
So, If I were you I would turn your Amazon largess over to the CFO in exchange for a similar cash budget and pursue a lathe (either new or used). Often machine tools purchased for hobby use are in quite good condition as the owners are unable to use them anymore like the first add. People here on this list can assist in evaluating machines from photos, or possibly in person if they're close by.
We're all interested in helping spend your money and want to see you get the best value from it. You're started down a path that has no end so make sure to bring some friends along who can help guide your journey.
Cheers,
John