I agree with Mark. You've spent a significant amount of money on a new mill so why not assure that you do not introduce poor performance into it. Get some good collets. Compared to what you have spent already the incremental cost is small.
I spent some time researching collets earlier this year, 5C and R8. I called and spoke to several suppliers/distributors here in the US and Canada. The tangle appears to be a relatively low demand for R8's & 5C's now. I am guessing the US market is more focused on CNC and the R8/5C has been left for the Chinese.
I have ended up with Lyndex and Crawfords. They are made very well. Of course Hardinge is top shelf but the cost is prohibitive from my perspective.
For Crawfords, be sure to buy the older Crawfords made in the UK if you can. Don't be fooled by the newer stuff branded "Crawford PBA". Pratt Burned America now owns the Crawford brand. They bought the brand and it is apparent to me that they are "farming" it. They'd like you to believe that their collets are still made in UK or now in the USA, not so. They are still promoting 5C collets but may well have gotten out of the R8 business altogether. You don't see evidence on their website of them offering R8 any longer. But be aware that there are a lot of NOS Crawford PBA R8 collets out there for sale.
The Lyndex are made in Japan and good stuff. Lyndex is part of Lyndex Nikken. If you were to buy collets from McMaster Carr, you will very likely receive Lyndex.
As Mark points out the Vertex are likely the highest quality Asian. My research indicated they may be one of the few still made in Taiwan, not MLC. If I were going to buy Asian, Vertex would be high on my list.
Takes a little patience but you can find what you want. I bought from the UK and ebay to get what I wanted over the last several months.
By the way, I started out with a set from Matt when I bought the mill. They are decent for the cost and got me started.