This question isn't really a proper question. Perhaps it would be better worded"what type machine do you prefer to operate."
If you can't operate all the machines in the shop,you are not a machinist,but are a "machine operator".
All of the machines are necessary,and if you build anything of consequence,it will be necessary to use more than 1 machine on the project (unless you have a milling attachment for your lathe,and the project is small and fairly simple). I started out with just a lathe and a milling attachment,but my projects were limited in scope. ASAP,I acquired a mill to go with it.