Careful, once you get one set they reproduce like rabbits.
ER11, ER16, ER32, R8, 5C. 3C
I went with ER32 rather than ER40 just because of the price differential
Ya, I got a ER20 R8 collet chuck and a MT2 collet chuck and 15 piece metric collet set as a means of eliminating using a drill chuck on the mill and lathe. For the most part they do a good job as a drill chuck substitute as long as you're not in a hurry to drill something. In retrospect I wish I had gone ER32.