Chris, I don't know which mill you have, if you enjoy this machining stuff enough to stay with it or what your budget is so I'm basing my comments on a guess; please keep this in mind.
A milling vise is the heart of the mill. It holds the vast majority of the work you will do, and the accuracy of the vise is directly reflected in the accuracy of your parts so a cheap milling vise is rarely a good choice. The problem with good milling vises is cost. A Kurt or Glacern vise is not cheap to buy or ship, especially to Canada, so a lot of hobby guys buy import vises and make do. That's okay; not a judgement. However, I wouldn't do it.
Personally, I would buy a decent import screwless vise that has published specs while I save up for a really good milling vise. Screwless vises are actually more rigid and potentially more accurate than milling vises, although they are a bit slower to use. If I could only have one vise, it would be a screwless vise.
I own two milling machines, a Sherline and an RF-31 benchtop mill. I have a US-made Wilton precision milling vise and a US-made Wilton precision screwless vise for the Sherline, and I have a Kurt D40 vise for the RF-31 and a 4" import screwless vise, too. l use the milling vises on both machines most of the time but when I need the best accuracy, I switch to the screwless vises on both machines. I don't recall the brand of my 4" screwless vise but I recall the published specs say it is accurate to within 0.0002" on all faces; when I checked it, it was accurate to within 0.0001". It just beats my Kurt in this regard so I use it when I have an important project.
My point is that you don't need to spend a ton of money on a milling vise right now. Buy a decent screwless vise and learn to use it. They are actually quite good. Later, when funds become available or a good deal drops in your lap, buy a good milling vise. Better this than spend money on a cheap vise that won't give you the accuracy you need.
