I have to agree that the Grizzly machines have a better fit and finish than the the HF one. You're much more likely to run into a knowledgeable sales person at Grizzly too. Given the choice between teh two I would always choose Grizzly. We have a large Grizzly distribution center, and HF store, down in Springfield MO. I always have to stop in both places when I'm in town.
In this size/price range you might also want to take a look at the CNC ready Taig mill. It has the advantage of being ready to mount your steppers to and go:
http://cnczone.com/buy/Taig/Mill/...d__509119.aspx