Generally speaking, the Sherline comes with a lot better build quality and much less TLC needed out of the box to do anything precise with it. The other mini-mills often have various levels of issues that need addressing before you have a nice machine. I can appreciate that given the joys of standing in my hot garage fiddeling with the X2's horrible gibs, sticky Y axis, and wavy table-top for the umpteenth millionth time.
That said, you best not be in a rush on the Sherline. It's not going to be doing anything very quickly.