Despite having a mill I will often take a simple drilling task to a pedestal drill or even cordless hand drill 
 
Seems like you have a mill in mind. Try and get digital readout included if you can. 
What accessories are you thinking of getting? 
Clamp kits are very useful if not a must. Fairly cheap.
A run of the mill (pun) hardware vice is not so good, it will get you by on some things, otherwise get a milling vice or resort to the clamp kit. Good vice is some what expensive.
Some squared blocks are handy and a right angle square is a necessity. Check the square against a point on a straight edge, rule a line from the point, flip the square and make a second line from the same point. If the lines are exactly on each other full length then fine. otherwise divergent lines indicate the rule is not square. A good square is cheap - I use a made in the USA fibre plastic handle stainless blade from Bunnings.
Carbide scribe for marking steel. Don't get the retractable type. Cheap.
Centre drill is good for creating an accurate start hole in the steel. It is designed not to wander as it starts the hole. Cheap.
High speed steel mills and drills are fine for many applications, but is a little flexible. Carbide cuts most things, is far less flexible giving more accurate results, keeps a keen edge longer, but don't drop it or it will shatter. You will also have to think about how you are going to sharpen all these things. High speed steel moderate cost, carbide a bit more.
Some mills come with a regular chuck, has a broad range of capacity, ok for general drilling and depending on the quality may get adequate milling results. Collets are better, but you need many collets to cover the range of drill sizes - and don't skimp on the quality of a collet set - real cheap sets have few flutes in the spring body allowing the cutting tool to walk out of the collet and into your mill deck. Reasonably expensive.
Sometimes you will want to centre a hole that needs upsizing, or bring an edge into alignment with your cutting tool. Here you will need some sort of edge finder. Fairly cheap. 
A good mill can be run in reverse, often for a choice between regular and 
step climbing(?) (terminology escapes me). If reversible then probably avoid chucks and the like that are screwed on, unless the vendor can guarantee they will not unscrew when in reverse - the better option is a mill that has draw bars to hold the tool on. Not that you are at the lathe stage (yet), but the same principles apply, preference being cam lock chucks instead of threaded chucks.
FreeCAD is...wait for it...free! 
 
I did about 2 of the short beginners online tutorials before being able to take off on my own.
The cost in time is another matter.
There are a few free or very cheap CAD systems. Some of the less expensive go on to require add-ons and more dollars.
My understanding is CNC relates well to solid modelling ie FreeCAD.
CNC at the moment does not get on well with mesh modelling. 
You can do sophisticated design using mesh surfaces - creating creatures for movie animation for example. Simple to pull/push/drag mesh to make an adjustment to get the shape you want.  However, CNC sees a rough, ill defined surface, sometimes with gaps in the framework.
In solid modelling you take for example standard well defined shapes like cubes, circles, cones etc then add them, subtract then, difference them etc until you get the shape you want. You can also use lofts, rotated profiles, sweeps etc for shape development. More time consuming, but the math behind the program can work with this to give clearly defined shapes that CNC can use.
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