The exact holders/cutters you'll use will depend on what work you're doing, however to start with you can't really go wrong with some ER collet holders, and some endmills. ER is more versatile than sidelock holders for endmills, although if you happen to find a good deal on sidelock holders in sizes you think you'll use, then I wouldn't ignore them.
I'm generally wary of going for any of the other collet systems, as collets aren't as readily available.

Depending on what you're doing/power available, a face mill with suitable arbor might also be handy. However I'd start with endmills.

Vise again depends on what you'll be doing. Although small parts can be mounted in a large vise, it's usually easier to have a small vise. Large parts are often better secured straight to the table, or for repetitive parts, a custom fixture/jig may be quicker. Clamp set, start with a generic kit that fits your table. Again depending on what you'll be doing, you may want to look into other clamping methods, like low profile clamps (mitee-bite), or cantilever/finger clamps.

MPG, depends how it'll be hooked in Mach. Lots of people swear by the JogIt pendant, others a xbox controller, or you can go for one of the more industrial solutions.

CAM software, have a search. CamBam is probably a good start, as you get 40 uses before you have to use a license, however there are plenty other options depending on budget.