Michael,
I should have gone into more detail before, so as to better respond to your original inquiry.
Obtaining a mill is just a start in actually putting one to use. I think if I could manufacture mills I could almost afford to give them away if the customer signed a contract agreeing to buy all it's tooling from me.
You will need things such as 'end mills' in various sizes, and some specialty mills too. You will need collets or end mill holders (the Griz comes with a couple collets, I believe), vise(s), a clamp set for holding work to the table, and it goes on and can go on, and on, and on. I have 5 vises. I don't have to have that many but I use them all off and on. I have a rotary table for curving some work or cutting circles. You do not have to have a rotary table.
The Grizzly comes with a 1/2 inch utility grade drill bit chuck. So, with a small machine vise or clamp set to hold the work piece you can begin using the mill right out of the box. You can use the chuck to hold end mills but I do not recommend doing that.
I recommend you getting a mill when time and budget permits. You will not want to do without one once you have one. Research the total startup cost before buying a mill (unless you can get a brother-in-law deal from someone).
Here is a really nice little site that will help you alot:
http://www.mini-lathe.com/Mini_mill/Main/mini-mill.htm
Here is a great little site for replacement parts and some tooling costs:
http://www.littlemachineshop.com/default.php
Here is a super little site for getting tooling and tooling prices from (all your end mills, vises, clamp set, etc.):
http://www.use-enco.com/
Roger