How old was the NL3000 you worked with? The controls should be the same across the entire current NL line.
We've got an NL2500SY in our shop that has been working flawlessly. We never bothered with the Caps... G-code only for us, so I can't comment on that. Milling performance is similar to that of a small VMC. No problems running exotics and stainless. The headstock, frame, and turret are about as rigid as they get for machines this size.
As for live holders, we've used a bunch of different units from the ones sold by Mori to Taiwan-made and US-made models. They're are pretty similar as far as performance and fit and finish. You save a grip of money with the Taiwanese holders, which adds up after 6 to 8 units. Capto holders, both live and static, are nice too if you don't mind shelling out a few more bucks, as it saves you toolsetting time.