Can't tell you which machine to buy, but I'll answer #2.
For CAD and CAM, download Fusion 360. It's free for hobbysits.
If you can use Blender, you shouldn't have too much trouble learning Fusion 360.
Machining .stl models is the least efficient way to make your parts, so you should avoid that option if possibly.
Fusion 360 is a parametric solid modeler, and can create toolpaths directly from features in the model, as opposed to the surface of a triangle mesh.
Controller is often a personal choice.
Personally, I feel that Mach3 is obsolete, and there are several better options.
Here are a few good choices.
Centroid Acorn
LinuxCNC
UCCNC
EdingCNC
Mach4