I'm afraid you won't find a reasonably -sized milling-machine made in the UK now.
My own is a Myford VMC, but that was made in Far East and Myford no longer make them, unfortunately, Inaccurately described by Myford itself as a "turret" mill, it stands roughly 6 feet high with its belt-cover open. That's on its proper stand. it's decent-size machine that will handle most model-engineering and similar projects easily.
Most except the smallest milling machines are made to fit on a purpose-made stand, not on an ordinary bench, as that's not rigid enough, though the stand is often offered as an extra ..
They do a need a good rigid base. My present workshop has a concrete slab floor, which is ideal; but my previous was an ordinary wooden shed which I lined for insulation. To stabilise the milling-machine I had then, a Warco " mill/drill " on a substantial frame made by its previous owner, I cut 4 holes in the timber floor and cemented brick pads to the concrete foundation, with interposed plastic discs to act as " damp-proof courses ".
A lot of stuff coming from the Far East is of doubtful quality, but the main model-engineering suppliers in this country are careful to import the better machines. You may need to carry out quite a bit of setting-up, starting with cleaning off thick antic-corrosion goo, but the importers will tell you how to go about it.
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To amplify Dave's comments, a Jig Borer proper is a large, very highly specialist machine but the sort you and I are most likely to encounter (and I own one) is the compact but massively-built BCA, sold by Tenga Engineering. It's not really a "jig-borer" by principle, but is a small, precision vertical-mill whose long-travel table is basically also a rotary-table; but " long " is relative here: under 8 inches I think. Its main use for us would be making very small components with a lot of radius-based features. For most purposes a conventional vertical milling-machine, on which you can mount a rotary table anyway, will be much the better choice; and will handle those very small components easily.
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So your best route is
1) Decide what sort of projects attract you, to gain an idea of the sizes of their largest components hence the machine capacity needed. Note that table size is usually smaller than travel.
2) Examine what's on offer, new or second-hand; but note Dave's comments on condition and spares availability; with reference to Point 1) as well what fits your workshop.
3) Again from 1), determine what tooling you will need to hold milling-cutters and a drill-chuck to start with. You can add nice things to have, like a boring-head, later.
Also what work-holding. A drill-vice is not suitable for milling as it is too lightly made, but there's no reason you can't use a milling-machine vice on a pillar drill if it fits the table. A milling-vice is a precision-tool with a hefty body sliding usually on dove-tails, as it has to carry heavy lateral loads, and the larger sizes are very lumpy beasts.
First and foremost though is a clamping-set with T-nuts and studs appropriate to the machine – and you will soon find you can never have too many clamps! Harold Hall's Milling book (Workshop Practice series) has a lot of advice on safe work-holding.
You can add angle-plates, a rotary table etc. later. but these greatly enhance the range of operations possible.
It will be worth your finding someone who can traipse around a major exhibition to examine machine-tools with you… though I gather one of the largest suppliers, Warco, has announced it is no longer attending the shows.
(BTW… your drill, is it a Pillar drill, or a Bench drill? The difference is simply that the Pillar Drill's column is very much higher, rising from a heavy base that must be bolted to a flat, level and solid floor. The Bench drill has a fairly low column and is made to be bolted to a rigid bench; even if the head is identical to that on the same maker's equivalent pillar-drill. The advantage of the pillar-drill is much greater height-range for the work.)
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Finally I think you asked about lathe change-wheels. Yes, they are for fine feeds as well as screw-cutting, depending on the range of wheels your lathe has.
Books on turning detail the calculations, but I can show the principle by example. Say your lathe's lead-screw has a lead (= travel of the saddle per revolution) of 1/8 inch.
If you connect the spindle to the lead-screw by gears of overall ratio 1:1, one turn of the spindle will turn the lead-screw 1/8 " so moving the saddle 1/8 ". For cutting an 8 tpi thread (tpi = threads per inch).
Double the ratio denominator to 1:2, the lead-screw rotates half a turn, the saddle moves 1/16 " – a 16tpi thread.
1:4 = gives 1/4 of the lead, 1/32 " travel: 32tpi (a standard Model Engineering Thread-count).
And so on. Eventually, with a compound gear-train, the lead-screw turn is such a small fraction per turn of the spindle that it moves the saddle only a few " thou " per spindle revolution, giving a good though not necessarily satin-sheen finish (assuming all else being just so!).
I think the finest listed on my Myford 7's change-wheel chart is 0.004 " per spindle rev. This probably matches a lot of reasonable trade turning where the surface is be tidy but not critical to function.
( Lathes don't like being over-driven to cut, say, a 4tpi thread, by the way.)
Eventually, assuming you have the change-wheel