If you get something like the smaller Grizzly with spindle dro it will do all you need and not set you back too hard. You can take the head off and carry it yourself most likely. A new mill should not have a bunch of slop in it either. Once you have one you will know what to look for in a big machine (or used one) if you decide you need one.
For milling guards you do not need much, a way to hold your work, a collet to hold your end mill and the end mill.
You could get a bunch of guards waterjet cut for probably less than what it will cost to make them. They will still need fitting and finishing but would be a good start.