I recently purchased a Proxxon PD-400 to be used in my shop for smaller jobs, alongside my larger equipment.
I am impressed with the quality and rigidity of the machine in general. The headstock is rugged, and uses robust tapered roller bearings, which is great for a small lathe.
One area that was disappointing to me was the tailstock. It is not as rugged as the rest of the machine, and lacks and adjustment for lateral alignment and/or taper turning. I have seen posts by others with the same complaint.
I was able to retrofit my Proxxon with the Tailstock from an Emco Compact 8. The Emco tailstock is rugged, and is constructed of cast iron. It also utilizes an adjustable cast iron base, which is a nice improvement.
To make it fit, I had to remachine that cast iron base to match the bedways of the PD-400. This was done in my Bridgeport Mill.
The end result is awesome. Now I LOVE all aspects of my Proxxon.
-Chris