I too baulked at the cost of a decent milling vice and made the mistake of buying on a budget. I have since ditched the ‘budget’ vices.
For small to medium sized work, I have been using the DH1 vice from Warco, and with the soon to be available high jaws, I suspect this will become my vice of choice. Its capacity and holding capability belie its modest footprint.
For larger jobs, I invested in some extremely heavy duty vices similar to those supplied by Kurt in the USA, these are used for heavy milling of large components.
For a smaller Mill, the vices produced by Soba or Vertex are a suitable alternative.
Avoid vices which offer multipkle axis of adjustment unless you have a specific need to machine compound angles, as each adjustable angle adds to the instability and flexibility of the vice.
For small parts, the precision vices sold by ArcEurotrade and Chronos amongst others are very useful, and can be held in a larger vice where necessary.
regards
Graeme