Franco, you and I are thinking the same. I'm currently refurbing a Bridgeport J head knee mill. I have a South Bend lathe, and a Bridgeport surface grinder. I've been thinking of going to machine shops, and trying to get short jobs of 20 or less, one-offs, and "nuisance" jobs the machine shop can't really make money on. My Bridgeport has problems, but the saving parts are on the way.
I wish you the BEST getting your business off the ground.
I'd recommend the Service Corps of Retired Executives. For FREE, they can get you started with the simple legal, financial, and paperwork end of doing business. I plan to use them. Uncle Sam gets grumpy if he doesn't get his vig.