You need ER16 collets. You can buy them from any Taig dealer in a few sizes, or buy a complete set from Enco, MSC, Usshoptools.com and about every other industrial supplier.
Generally you will want at least the 3/8" and 3/16" collets.
As for end mills, you generally need a few different diameters and types depending on the jobs you will do. Again, you can get them from just about any industrial supplier. Make sure the shank sizes match the collets you do buy. Generally 3/8" and 3/16" shank are the most common shank sizes you will use.