A few extra notes:
The R8 taper is common because of it's use on Bridgeport mills. There seems to be a rule of thumb that it struggles with transmitting much more than 2hp. Above that the INT series, and variants, are much more common as they are positively driven via dogs. My horizontal mill is INT40, but has a 5hp motor, so R8 wouldn't be much use. Knowing what I know now I wouldn't go for INT30 as tooling is rare; INT40 and INT50 are far more common.
I use the TTS tooling system on the Bridgeport and CNC mill, so I rarely swap R8 collets. I only have three, the special 3/4" one for the TTS sustem, a 5/15" one bought for a one off commercial job and a 1/2" collet. The 1/2" collet gets used with the right angle and Quillmaster heads for the Bridgeport, not for tool holding.
Most of my manual milling is done with 6mm and 10mm side holders. I rarely use ER collets for tool holding on the manual miil.They do get used more on the CNC mill. For other cutters on the manual mill I have large sidelock holders and Clarkson Autolock chuck copies.
The R8 taper rarely sticks, if it does a sharp tap is all that is needed. I've noticed that the taper sticks more on the CNC mill than on the Bridgeport. I suspect that is partly down to inaccuracies in manufacture on the CNC mill and also that it gets far less use than the manual mill. I try and leave the R8 collet loose on the CNC mill if I am not going to be using for a while.
As has been said there is no right or wrong answer.
Andrew