I agree with Jason, with a slightly different spin.
If you are chasing accuracy you have to consider the whole system, not just one part of it. High-end collets won't fix a mill that's out of tram. No amount of expensive accessories will fix a worn-out machine that got bent when it was scrapped by a previous owner.
Make a list of everything that could be messing up the machine's accuracy. Then establish by measurement which item is causing the largest error and fix it. Remeasure the whole system and repeat as necessary. If doing that takes you direct to collets, hurrah! If fixing something else restores accuracy, you've saved a bob or two and not wasted your time.
There's another approach. If you're reasonably happy your machine is accurate already, no problem 'improving' it by picking up 'better' accessories. Ideally at bargain prices. If you enjoy owning 'quality' tools, why not? But be aware that any improvement achieved by random purchasing or guessing is down to luck, not judgement.
Dave