The Vectra #2 is what I use for table screws and column, I also got some #4 for the vertical column. I did not want to go with grease as chips will stick to it. So far (almost a year) everything is working great. I did use grease on the Z axis pinion gear because it is enclosed. I am in AZ so rust is not a huge problem except when you leave a cold drink on the table (duh). I did not measure the temp on my machine, but motor was only warm to the touch, and I have no gears. I have not lubricated my spindle yet, as I have not taken it apart yet.
Keep your eyes open for an older US made Jacobs Chuck or an Albright. I have both, a keyless Albright and a Jacobs J6. Both can be taken apart and replacement parts are available. Stay away from the new Jacobs as they are made in China, and a number of guys have been very unhappy with the quality.
Search hand cleaners on the forum and you should find a number of different options. I use an GoJo myself along with Dawn dish soap.
Now I see why you suggested looking for an used one... US$364.00 yikes!
http://www.use-enco.com/CGI/INSRIT?PARTPG=INLMKD&PMPXNO=4362783&PMAKA=890-9226
Congrats on the new mill, it looks like a fine machine. I like your progression up the chain of mills, I went through a similar journey and finally purchased one last Friday (will be posting that saga soon).
Just for posterity and in no meaning to rain on your parade; You can mill on a drill press, I have done it many times. Ya gotta take light passes and go slow but it will work in a pinch.
Of course, buying the mill was the better choice
+++1 on Vactra 2 for the lead screws and bed ways. Enco is a great place to buy Vactra... wait for the 20% coupon.
I keep rust way by squirting oil (Vactra 2) on top of the table when I am done cutting, and wiping it with a paper towel to leave a thin coating on the entire surface.
Look for Enco sales on the Jacob's ball bearing super drill chucks. I like the 8.5N, 11N, and 14N size (I have the full set...) They have them in their sales catalog frequently (like now in fact). But then wait until you can stack a 20% off coupon on top of that (which happens once or twice a month).
Buying a 1/4" drill chuck (8.5N) for use with the smaller chucks saves you a lot of headroom (important on a small mill). A 1/2" or 5/8" chuck is massive, and consumes most of your available z-axis movement.
http://www.use-enco.com/CGI/INPDFF?PMPAGE=479&PMITEM=505-2191
I am not a fan of keyless chucks on a mill. Too frequently, you end up having to use the "chuck key" to loosen them, as drilling tends to tighten them. Might as well save a significant amount of money and go straight for a keyed chuck with a better mechanical advantage. Also, keyless chucks tend to be large and consume available headroom.
Draw bar retaining cup? not required to keep your draw bar in place. I would leave it off... decidedly annoying to have to get it out of the way to change endmills.