The nice quality machine are Bridgeport, but they are large and costly. I'm not sure exactly what size machine you are looking for. I would stay away from a Mill/Drill or combo machine because most of them don't have a fine Z axis feed.
If you do decide to get a mill/drill, this one is super cheap
http://www.homier.com/default.asp?dp...tail&sku=03989 You might also want to search that site for "mill" to see the other selections.
Harbor Freight does have some selections but EVERYTHING that company sells is notorious for being super-low quality, having lots of slop, and being prone to failure. Most people don't care though because it is ultra low price.
I have a Harbor Freight drill press and the chuck wobbles slightly and it doesn't open and close very easy anymore but it is a nice little drill press for $40.
You also might look at this site if you are interested in a small machine
http://www.mini-lathe.com/Mini_mill/Main/mini-mill.htm