TS David,
It looks like that you have the collet set sorted, you can't go far wrong with ER.
For the vice and RT, I would personally, if you can afford to go the little extra, buy Vertex.
The are not the cheapest, and by far not the most expensive, but the few squid extra does show in the build and use quality. The K series of vices are very good value for money. But again, things are improving dramatically in the Chinese import stuff, I can only comment on what I have had personal dealings with. I also have bought Groz & Soba vices, and IMHO are not worth bothering with. They look nicely finished, but don't stand up to in depth scrutiny and performance. I think I only have one left, having given the others away to needy causes.
Don't pussyfoot around on size, fit the biggest one you can. Measure the width of your mill table, double it, and that is the maximum length of the vice (not width) you should fit. A little shorter is ideal. So if your table is 5" wide, a vice around 9" long would be ideal.
Also while you are around the show, don't forget a set of parallels. A 1/8" set is the starting point, then say a 1/2" set later on.
One of the most important bits of equipment you will require for your mill will be an edge finder. From personal experience and others as well, you have only one choice. The Chinese range vary in quality from OK to unuseable (I have bought a few over the years as spares), but I suppose they will get better. Starrett is the one to go for, and I doubt if you would be able to pick one up from the show, so it would mean a search on the net. You can get either Imperial or metric, depending what your machine is, and will cost you just over 20 squid. I have been using mine almost every day for the last 20 odd years, and it works just as well now as the first time I used it.
As you go around the show, you will be like a kid in a sweet shop, don't buy on impulse just in case you might need it one day, as it looks all new and shiny. At one time you used to get a lot of discounted prices at shows. Unfortunatley, it costs the traders a lot more each time they go, so 'real' bargains will be few and far between. You might find you can pick up the same items from their websites at the same price as at the show.
Just get your essentials to begin with, and add to your tooling as your experience and needs grows. If you are at the show with some of the lads, they will show you some of the essential knick knacks you will need.
John