I have a Sherline 4000 lathe and a HF Micro Mill. The Sherline lathe is absolutely perfect, and is a very precise piece of machinery. The HF Micro Mill appears to have been manufactured by drunks. Absolutely horrendous. Tolerances in the millimeters. I plan on selling the mill to buy the Sherline Milling Column instead. Here's a great link of a few hours of free video on machining:
I have tons of other machining resources...let me know what you need.