All the advise above is really good. I've bought some basics, vise, collets, end mills, clamp set. You can make every thing else, because you have a lathe. There are lots of threads here about making tooling. Keep in mind if your mill is a smaller machine it's not going to like big tooling, so you sure don't need a collet over 3/4. One of the things I find hard, is to envision what I might want to do. I can see each project and ways to perform the operation, but looking into the future and thinking what I might be doing is hard. I've puzzled over a particular set up, done an operation only to find out later there is a tool for it.
Another thought, about something you will use over and over, A dial indicator and a wiggler, so you can locate things on the table in reference to the quill...............