Hardinge or Royal for collets. Both are top quality. Remember that, if buying used, condition is everything. A worn-out Hardinge collet is no better than any other brand of worn-out collet.
I would buy good collets at the beginning. You will use them ALL the time and IMO it's worth getting the good stuff for such heavily-used items.
If this is for a milling machine, you really need only about five to do most everything. The two * ones might be nice, and you may want them someday, but starting out you probably won't. Any other sizes, based on my experience, you will probably never, ever use. This assumes R8 collets:
1/8*, 3/16, 1/4*, 3/8, 1/2, 5/8, 3/4
End mil holders: I've got a holder made by ETM that I find perfectly satisfactory.
Last edited by SGW; 10-13-2011 at 09:05 PM.
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