By the questions you are asking, you're a long ways from ripe yet
Pretty ambitious project for a beginner
4140 prehardened is machinable with carbides quite readily. Drilling it for great distances is a bit more difficult due to the casual user not having the best equipment available for the job, but if you take your time, and use lots of coolant, you can drill with with HSS drills.
The bearings are usually a slight shrink fit on the spindle, and a very close 'tap in' fit in the housing. This is due to the simple fact that assembling/disassembling the contraption is a beast of a job if you do it otherwise.
If you go with two sets of angular contact or tapered rollers, one set should be constrained within a housing, but the other end should be able to float (axially lengthwise) otherwise you will still have undesirable preloading occurring due to differential heat expansion between the spindle and the housing. The spindle runs hotter than the housing in most cases.
A single tapered roller or angular contact bearing is useless. You would be better off with plain ordinary radial ball bearings on the outboard end of the spindle. If you have the bucks to spend, you can find ball bearings with lower than normal clearance, even precision grades might be available. However, the outboard bearing is just a steady basically, the front bearings do most of the work.
One question: how are you boring your headstock? Are you quite certain that you should not be starting off with the purchase of a lathe, new or used?