I have a Jet 9x49 mill I bought used. Came with a cheap import vice. Didn't take long to figure out I needed a good vice, bought a 6" Kurt. A dial test indicator, I bought HSS 2 flute end mills for AL and 4 flute for steel. I have some carbide also. A simple edge finder, deburring tool, bracket to mount a dial indicator to the spindle, set of strap clamps, I have two sets of parallels, one is thin for when I need to clear a through hole. A drawbar wrench and brass hammer combi, drill chuck, an inserted shell mill, fly cutters, boring head and a decent set of boring bars (not the cheap Chinese set!) A set of V blocks for the vice, 123 blocks, set of spindle collets, make or buy a collet rack, a small stop that clamps on the vice jaw, Make or buy a stop that mounts to the table or back of the vice, a set of screw machine drill bits, a set of Silver and Deming drill bits, spotting drills, make a couple of machinist jacks, a box of acid brushes, a needle oiler for cutting oil and one for WD40, Rapid Tap, a tap follower, a 90 degree angle plate, some "Can't twist" clamps, some tool makers clamps. I've probably missed some "necessities."
Other things I've added as the need/desire arose: 8" rotary table that I found out was too small and made an 11" dia. top plate with more T slots. A chuck for the RT, a tail stock for the RT, spin indexer (takes the same 5C collets as your lathe collet chuck,) square and hex 5C collet blocks, set of angle blocks, a 5" sine bar and set of gage blocks, a set of gage pins, a set of over and under chucking reamers, set of taps designed for power tapping, radius and chamfer end mills. . A centering indicator for the mill hasn't been as useful as I had thought, I just use the 1/2 function on the DRO. I got tired of cranking the knee up & down and put a power feed on it, a luxury item, but also used for drilling deep holes.
It is possible to make an internal keyway w/o broaches but it is way faster and probably more accurate with the broaches, but expensive. Lots of things fall in this category. So as you can see, the machine was the cheap part. Most of my stuff is Chinese or Indian, most works but some is junk.