First thing to get before the MILL is a few good books on the subject, once you have them READ THEM. It will save you a lot of grief, if you got an idea of what you want and then how it will happen when you start to make bits.
FORWARNED IS FORARMED
If you do it this way, you should minimise any major stuff ups and crashes, which can prove to be rather costly.
The size of the mill you get will depend on wether you want to do small tiny parts, or things of the 9 inches by 9 inches size range.
Remember a small mill will only do small bits, a larger mill will do larger bits AS WELL AS THE SMALLER BITS.
Don't go to small and cheap, or you will regret it down the track, as you shell out again for a bigger mill.