Rik,
When you get your mill some would say strip it all down & do a clean up job on it before use as quite a lot seem to have done (some just for the hell of it ?), I personally did not, apart from cleaning off the transport / factory grease & applying oil to the leadscrews & dovetails as looking at mine.. with a torch under the table, & in the column I could not see anything untoward so left well alone..my motto .'.if it aint broke don't fix it ' .
All I did was to ensure all the leadscrews operated ok without any feeling of binding or slackness, locking screws were in good nick & not broken..these are made of some sort of Magalloy or pot metal & can be easily stripped, I have replaced 2 of mine (under warranty) even tho' no undue pressure has been applied (am looking at making alternatives).
Make sure your gib stribs are snugged up as I found on mine as there was a bit of slop on the table, check your backlash too as most of these eastern machines will almost certainly have some, can be adjusted but can be awkward to do. I fitted DRO's on my machine X & Y axes so this eliminates the need to check the dials & wondering which side of the line you were set at..( or on the line.. photos in my album) making all a much more accurate measuring method.
Tramming your milling head before use is a must; I checked mine with a centering indicator followed by a DTI & found 0.000" right to left on X axis & '0' to .-0005" (minus half a thou'
front to back on Y axis so pretty good 'straight out of the box' but I wouldn't like to say this is the norm on all machines, check yours. I fitted a couple of head locking blocks once everything was locked up so there would no chance of the head tilting (Pics in album)..well virtually no chance..nothing is guaranteed 100%, I've checked mine a couple of times & nothing has moved. Some say fit a 3 bolt locking system to the head..up to you! since mine has all the above I have not felt the need to..but that's just me, so all in all 'straight out of the box' has been pretty damn good for me..or I've been bloody lucky !!
You'll have received your machine by the time this post is read, & no doubt have 'made swarf' but even so 'enjoy'.
Cheers 
George
Edited By mechman48 on 30/05/2013 22:45:12
Edited By mechman48 on 30/05/2013 22:53:45