Once you get a mill, there is a thing called a hexagonal collet block. You hold the part in a 5C lathe collet, the collet is held by the collet block. Once the part is locked in, mill the first flat then keep flipping it until all the flats are complete.
If you really want to go all out, pick up a Hardinge Indexing Head that also holds 5C collets. This bolts to the milling machine table and can do very precise work. It goes in 15 degree increments only, which usually is all that you need unless you're cutting gears.
Bob