Here is the thread on the bender I built.
Its got a mild step by step. I only had a 1" die at first, but recently got a 1.5" die, and I am impressed with the results. The first thing I did was bend a 180 for a crossmember I was working on.
It makes a very smooth bend, you just need to use a little bit of lube on the guiding die. Companies that make benders sell it, but I just use WD40. It works fine, and isn't consumed as quickly.
Drill Press. I like Deltas. I am looking at getting a full height Delta soon, because the one I have now is just outdated. Look to spend between $300-500 on one, and you can find them on Craigslist at times.
Bandsaw. Personally, I like DoAll, and Kalamazoo. But those are both expensive units, especially new. We had some at the machine shop at school and I was simply impressed. The next thing I would buy, is a JET. It is probably the nicest of the import horizontal saws, and is around $400.
Another thing to look into is a chop saw. I just got one, and I love it. I don't use my band saw as much anymore. Its just a lot faster. I use it to make miter cuts on box tubing. I also use a carbide tipped blade from Bullet Industries. It resembles the blade for a dry cut saw, but can handle the 3000 RPMs of a standard chop saw. It cuts very fast and very clean, and last about as long as 4-6 abrasive blades if not abused.
A plasma cutter is another recent tool I really like. It really opened up the possibilities for me as far as brackets go. I picked one up for $400 shipped from Parker Metalworking Products.