Forgetting about CNC for a moment, I've got a Seig SX3 and my supplier dropped the product and took up the BF20. From what I've seen in their showroom, my SX3 is a superior machine, easily worth an extra $100. I took delivery of a Chinese lathe the same day as my SX3 and the Seig reeked of quality in comparison straight out of the crate.
A friend has a SX3 CNC mill and does some really nice stuff with it. There have been many conversion kits developed for it and plenty of examples online. I think I would go that way myself.