Back after a long hiatus, have been kitting out my workshop. I've done extensive research on this topic, probably more than anyone should. I have went to several production plants and I have bought a bunch of machines and either kept them or returned them.
The best and cheapest cnc router is the Sainsmart Genmitsu 3030-PROVer MAX Desktop CNC Router. I have one. It's insanely rigid and has ballscrews + linear rails with 0.05mm reproducibility. It's stock 300w motor can cut aluminum, steel can be cut but need to upgrade the spindle. I mean you can cut steel with the stock spindle, but you're basically cutting dust and you'll go through a lot more tooling though it's possible. I talked with sainsmart and they claim to have a Closed-Loop stepper upgrade in the future which would bring the reproducibility down to 0.00mm to 0.01mm but it's not clear when this or if it will happen. I have bought and returned quite a few cnc router machines, 12 in total, they are all basically junk. The 3030PROVer MAX is the only one I actually felt like keeping out of all of them. The 3030PROVer MAX can have a 4th axis and a laser too.
The best and cheapest lathes/mills are Sherline lathe and mills. Everything is made in USA and everything is quite high quality. Clickspring on youtube uses a Sherline lathe for small stuff, if it's good enough for him, it's good enough for you. I have a Sherline lathe, and it's an amazing machine for the price. I upgraded all leadscrews into ballscrews and upgraded the motor. Without upgrades, it's able to cut steel and even titanium. Softer metals are obviously no problem. Upgraded stuff gives you more headroom on torque/speeds and no backlash on axis's. These Sherlines can be DRO/CNC upgraded or kitted with DRO and/or CNC from the get go. All DRO/CNC stuff is of high quality, nothing is junk or cheap feeling. I will be buying a Sherline mill soon based on the lathe. I visited the Sherline Production facility and got a guided tour. Their showroom is amazing. All of it's just crazy and they know their stuff. Don't be discouraged by the look of the Sherline stuff, it's far more than capable. In fact a bunch of Sherline stuff is used on the production floor to make Sherline stuff. Sherline has a similar ideology to the reprap 3d printer. Create a machine which can create the machine. Sherline stuff can get expensive quick, if you go CNC and you don't need CNC honestly. CNC stuff is more for batch production of parts, if you're building robot parts, this is completely unnecessary, buy the CNC upgrade stuff later if you must. A manual Sherline lathe and mill plus goodies will cost you $3000, at minimum. Sherline_ap_lathe2 picture will cost you $6400. Sherline_ap_mill3 picture will cost you around $8000. Sherline_8658 pic will cost you around $7600. A Sherline manual mill with DRO installed goes from 1300-3000 USD depending on package. A Sherline manual lathe with DRO installed goes from 900-1700 USD depending on package. I'm telling you all this so you can see why to use a DRO and ignore CNC. :)
The stuff littlemachineshop has is fine and quite good. Their littlemachineshop machines are generally SIEG stuff but rebranded and upgraded, significantly upgraded in some cases. However these are generally manual only machines and are more difficult to upgrade to CNC than Sherline. I've been on the SEIG production floor and it's fine, some stuff shouldn't go out the door, but whatever. Nothing at all like Sherline, that's for sure. I have been to a littlemachineshop production area and “working” littlemachineshop showroom and wow they do a lot of work on SEIG stuff before it gets to you, makes sense with the way the SEIG production floor was. I have bought and returned a SEIG machine, it was horrible but I'm pretty sure based on the production floor trip, that wasn't a normal machine. Your mileage may vary.
I'd stay away from any cheap Chinese routers/lathes/mills, they are notoriously cheap and not worth the time spending to upgrade them. Trust me, just buy a capable machine outright. Are you building a robotwaifu, or are you building a router/mill/lathe?
If a machine is $1000 USD, expect to spend another $1000 USD on tooling and upgrades/extras. If you want all 3 machines, you'll pay about $10,000 or more in total between the machines, upgrades/extras, and tooling for baseline stuff. You can easily spend 10k on a single machine including tooling from Sherline. This isn't a cheap path, but it's by far the best path. Also remember, some stuff that is 3d printable isn't machinable. Look in to aluminum/bass/bronze casting if that's the case.